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	param	t-stat
$m$	66
$α$	0.0595	13.27
$β$	0.8691	185.28
$γ$	0.0717	11.38
$λ_{1}$	0.0302	9.01
$λ_{2}$	0.0227	6.03
$λ_{3}$	0.9722	221.81

V-Lab

NY Mercantile WTI Crude Oil MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses