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	param	t-stat
$ω$	5.4295	5.36
$α$	0.0631	39.43
$β$	0.9916	608.36
$ν$	6.7221	6.21

V-Lab

S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses