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	param	t-stat
$ω$	0.0504	23.90
$α$	0.0701	18.21
$β$	0.9182	462.56
$γ$	0.0043	0.73

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