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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0104	17.53***
α ARCH Response to squared shocks	0.1534	32.03***
β GARCH Volatility persistence	0.9894	1,679.74***
γ leverage Additional response to negative shocks	-0.0094	-2.38**

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S&P GSCI Spot Index EGARCH Volatility Analysis

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