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	param	t-stat
$ω$	1.6849	1.18
$α$	0.5187	7.21
$β$	0.4701	7.33
$γ_{1}$	-0.1967	-1.13

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NYMEX Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYMEX Analyses