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	param	t-stat
$ω$	0.0809	16.78
$α$	0.0672	11.67
$β$	0.8959	254.79
$γ$	0.0475	4.60

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ICE Brent Crude Oil GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses