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	param	t-stat
$ω$	0.0888	14.14
$α$	0.0994	33.50
$β$	0.8774	313.02
$γ$	0.7981	20.34

V-Lab

NY Mercantile WTI Crude Oil AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses