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	param	t-stat
$ω$	5.4571	5.33
$α$	0.0634	38.99
$β$	0.9916	607.24
$ν$	6.7004	6.24

V-Lab

S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses