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	param	t-stat
$ω$	0.0811	32.83
$α$	0.0932	54.55
$β$	0.8909	600.34
$γ$	0.1491	5.95

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S&P GSCI Heating Oil Index AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses