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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0136	14.51***
α ARCH Response to squared shocks	0.0541	11.93***
β GARCH Volatility persistence	0.9293	356.18***
γ leverage Additional response to negative shocks	0.0163	2.47**

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Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis

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