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	param	t-stat
$ω$	0.1288	21.67
$α$	0.0808	50.88
$β$	0.9077	570.18
$γ$	-0.3870	-9.76

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S&P GSCI Natural Gas Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses