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	param	t-stat
$ω$	1.1712	11.40
$α$	0.0519	34.89
$β$	0.9905	1,086.04
$ν$	10.2125	3.95

V-Lab

S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Agricultural Spot Index Analyses