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	param	t-stat
$ω$	0.0119	19.61
$α$	0.0674	19.09
$β$	0.9260	506.03
$γ$	0.0057	1.10

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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