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	param	t-stat
$ω$	0.6102	6.66
$α$	0.1062	2.73
$β$	0.7316	7.99
$γ_{1}$	-0.4348	-4.29
$γ_{2}$	0.7567	4.27

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IShares Commodity Curve Carry Strategy ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares Commodity Curve Carry Strategy ETF Analyses