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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0121	20.45***
α ARCH Response to squared shocks	0.0706	35.63***
β GARCH Volatility persistence	0.9255	507.11***

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S&P GSCI Spot Index GARCH Volatility Analysis

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Volatility Forecast

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