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	param	t-stat
$ω$	0.0120	19.90
$α$	0.0677	19.21
$β$	0.9257	506.39
$γ$	0.0054	1.04

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S&P GSCI Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Spot Index Analyses