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	param	t-stat
$ω$	0.0768	20.28
$α$	0.0577	13.34
$β$	0.9059	304.01
$γ$	0.0428	5.99

V-Lab

S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses