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	param	t-stat
$ω$	0.0082	12.14
$α$	0.0322	14.64
$β$	0.9662	896.32
$γ$	-0.0024	-0.70

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S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Lead Spot Index Analyses