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	param	t-stat
$ω$	11.2676	11.14
$α$	0.0638	40.11
$β$	0.9897	1,078.13
$ν$	9.1719	5.31

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