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	param	t-stat
$ω$	0.0234	17.24
$α$	0.0415	16.28
$β$	0.9412	485.13
$γ$	0.0122	3.01

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S&P GSCI Copper Spot Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Copper Spot Index Analyses