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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0485	23.30***
α ARCH Response to squared shocks	0.0712	34.98***
β GARCH Volatility persistence	0.9198	469.27***

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S&P GSCI Heating Oil Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses