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	param	t-stat
$ω$	0.0270	19.49
$α$	0.0592	25.17
$β$	0.9445	657.71
$γ$	-0.0263	-7.12

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S&P GSCI Wheat Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Wheat Index Analyses