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	param	t-stat
$ω$	0.0464	17.45
$α$	0.0559	13.99
$β$	0.9429	420.55
$γ$	-0.0181	-3.77

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S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Nickel Spot Index Analyses