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	param	t-stat
$ω$	0.0636	15.18
$α$	0.0614	15.60
$β$	0.9246	339.92
$γ$	0.0064	0.92

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Palladium Spot Index Analyses