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	param	t-stat
$ω$	6.6157	8.10
$α$	0.0770	41.30
$β$	0.9883	640.09
$ν$	8.2832	5.25

V-Lab

NY Mercantile WTI Crude Oil GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses