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	param	t-stat
$ω$	0.1139	19.83
$α$	0.0911	26.30
$β$	0.9181	546.82
$γ$	-0.0362	-7.35

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

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses