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	param	t-stat
$ω$	0.0637	15.01
$α$	0.0617	15.64
$β$	0.9243	336.34
$γ$	0.0065	0.93

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