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	param	t-stat
$ω$	0.0493	23.44
$α$	0.0695	18.07
$β$	0.9189	463.15
$γ$	0.0047	0.80

V-Lab

S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses