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	param	t-stat
$ω$	5.0966	6.05
$α$	0.0624	33.30
$β$	0.9917	662.43
$ν$	7.6037	5.10

V-Lab

S&P GSCI WTI Crude Oil Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI WTI Crude Oil Index Analyses