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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1042	11.09***
α ARCH Response to squared shocks	0.2065	26.40***
β GARCH Volatility persistence	0.9451	182.39***
γ leverage Additional response to negative shocks	-0.0033	-0.38

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NYMEX Palladium EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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