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	param	t-stat
$ω$	0.0497	23.67
$α$	0.0697	18.14
$β$	0.9186	463.71
$γ$	0.0046	0.78

V-Lab

S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses