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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0483	4.45***
α ARCH Response to squared shocks	0.0572	38.59***
β GARCH Volatility persistence	0.9957	954.62***
ν DF Student-t tail thickness	8.6369	4.67***

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Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis

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