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	param	t-stat
$ω$	0.0577	21.13
$α$	0.0576	16.34
$β$	0.9222	438.92
$γ$	0.0186	3.51

V-Lab

S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Unleaded Gasoline Spot Index Analyses