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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0161	5.72***
α ARCH Response to squared shocks	0.0633	6.83***
β GARCH Volatility persistence	0.9290	96.58***

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Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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