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	param	t-stat
$ω$	0.1175	20.37
$α$	0.0923	26.77
$β$	0.9168	551.98
$γ$	-0.0370	-7.50

V-Lab

S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses