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	param	t-stat
$ω$	2.2976	4.85
$α$	0.0435	37.32
$β$	0.9926	583.20
$ν$	5.6508	6.73

V-Lab

S&P GSCI Copper Spot Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Copper Spot Index Analyses