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	param	t-stat
$ω$	0.0514	14.17
$α$	0.0180	7.68
$β$	0.9310	459.74
$γ$	0.0790	16.25

V-Lab

S&P GSCI WTI Crude Oil Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI WTI Crude Oil Index Analyses