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	param	t-stat
$ω$	0.0520	23.45
$α$	0.0624	16.09
$β$	0.9138	442.95
$γ$	0.0311	5.05

V-Lab

S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses