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	param	t-stat
$ω$	0.1157	20.12
$α$	0.0916	26.49
$β$	0.9175	548.44
$γ$	-0.0367	-7.44

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