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	param	t-stat
$ω$	0.0648	15.21
$α$	0.0620	15.65
$β$	0.9238	336.06
$γ$	0.0061	0.87

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Palladium Spot Index Analyses