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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0153	14.69***
α ARCH Response to squared shocks	0.0688	29.83***
β GARCH Volatility persistence	0.9216	395.36***
γ leverage Additional response to negative shocks	0.1233	5.13***

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Invesco DB Commodity Index Tracking Fund AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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