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	param	t-stat
$ω$	0.0180	15.69
$α$	0.0482	17.08
$β$	0.9467	507.34
$γ$	-0.0127	-3.18

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Softs Spot Index Analyses