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	param	t-stat
$ω$	0.0080	12.19
$α$	0.0320	14.66
$β$	0.9664	903.20
$γ$	-0.0023	-0.68

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Lead Spot Index Analyses