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	param	t-stat
$ω$	0.0764	20.06
$α$	0.0575	13.21
$β$	0.9060	302.41
$γ$	0.0434	6.05

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses