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	param	t-stat
$ω$	6.4858	5.75
$α$	0.0542	54.74
$β$	0.9961	1,506.97
$ν$	7.4162	8.27

V-Lab

S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses