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	param	t-stat
$ω$	1.4702	8.75
$α$	0.1027	5.94
$β$	0.8544	37.21
$γ_{1}$	0.0039	3.59

V-Lab

RBOB Gasoline Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses