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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0120	19.91***
α ARCH Response to squared shocks	0.0677	19.23***
β GARCH Volatility persistence	0.9258	508.12***
γ leverage Additional response to negative shocks	0.0053	1.03

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S&P GSCI Spot Index GJR-GARCH Volatility Analysis

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