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	param	t-stat
$ω$	0.0785	20.20
$α$	0.0569	12.94
$β$	0.9052	297.18
$γ$	0.0448	6.14

V-Lab

S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses