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	param	t-stat
$ω$	0.0491	23.35
$α$	0.0690	17.93
$β$	0.9190	461.32
$γ$	0.0059	0.99

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