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	param	t-stat
$ω$	0.8386	7.39
$α$	0.0029	6.56
$β$	0.6826	36.02
$γ$	0.4219	5.85

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NYMEX GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYMEX Analyses