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	param	t-stat
$ω$	0.0117	19.07
$α$	0.0629	24.24
$β$	0.9347	621.46
$γ$	-0.0137	-3.26

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Agricultural Spot Index Analyses