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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2555	5.36***
α ARCH Response to squared shocks	0.0542	53.75***
β GARCH Volatility persistence	0.9963	1,498.24***
ν DF Student-t tail thickness	7.3382	8.39***

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S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis

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