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	param	t-stat
$ω$	11.2206	11.19
$α$	0.0642	39.97
$β$	0.9896	1,067.49
$ν$	9.1464	5.33

V-Lab

S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses