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	param	t-stat
$ω$	0.0430	9.70
$α$	0.0832	8.43
$β$	0.8928	132.92
$γ$	0.0070	0.42

V-Lab

iPath Series B Bloomberg Grains Subindex Total Return ETN GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Series B Bloomberg Grains Subindex Total Return ETN Analyses