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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2689	11.37***
α ARCH Response to squared shocks	0.0974	8.09***
β GARCH Volatility persistence	0.8555	161.54***
γ leverage Additional response to negative shocks	0.0099	0.57

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NYMEX Palladium GJR-GARCH Volatility Analysis

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