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	param	t-stat
$ω$	0.0119	19.71
$α$	0.0675	19.12
$β$	0.9259	505.97
$γ$	0.0056	1.08

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S&P GSCI Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Spot Index Analyses