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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0204	10.30***
α ARCH Response to squared shocks	0.0518	18.22***
β GARCH Volatility persistence	0.9420	310.07***
γ leverage Additional response to negative shocks	-0.2400	-3.88***

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NYMEX Platinum AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Platinum Analyses