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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0186	11.83***
α ARCH Response to squared shocks	0.0414	9.49***
β GARCH Volatility persistence	0.9537	486.35***
γ leverage Additional response to negative shocks	-0.0022	-0.32

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COMEX Copper GJR-GARCH Volatility Analysis

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