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	param	t-stat
$ω$	0.0074	9.63
$α$	0.1476	23.85
$β$	0.9845	1,030.84
$γ$	-0.0208	-3.93

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Invesco DB Commodity Index Tracking Fund EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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