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	param	t-stat
$ω$	0.0527	23.70
$α$	0.0626	16.18
$β$	0.9135	442.78
$γ$	0.0309	5.02

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses