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	param	t-stat
$ω$	3.1675	6.10
$α$	0.0536	37.42
$β$	0.9923	754.05
$ν$	6.9364	5.97

V-Lab

S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Energy and Metals Spot Index Analyses