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	param	t-stat
$ω$	1.1236	2.13
$α$	0.3560	2.54
$β$	0.5274	5.21
$γ_{1}$	0.6247	1.06

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NYMEX Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYMEX Analyses