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	param	t-stat
$ω$	0.0119	19.55
$α$	0.0664	18.88
$β$	0.9262	503.63
$γ$	0.0072	1.37

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S&P GSCI Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses