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	param	t-stat
$ω$	1.1703	11.43
$α$	0.0519	34.95
$β$	0.9905	1,087.22
$ν$	10.2285	3.94

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