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	param	t-stat
$ω$	11.1832	11.37
$α$	0.0640	39.92
$β$	0.9895	1,082.64
$ν$	9.2098	5.30

V-Lab

S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses