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	param	t-stat
$ω$	0.0179	15.67
$α$	0.0480	17.06
$β$	0.9469	508.53
$γ$	-0.0128	-3.20

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