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	param	t-stat
$ω$	0.2741	5.17
$α$	0.0463	4.31
$β$	0.8028	27.17
$γ$	0.0353	1.44

V-Lab

iPath Series B Bloomberg Softs 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 Softs Subindex Total Return ETN Analyses