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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0121	5.00***
α ARCH Response to squared shocks	0.0678	4.82***
β GARCH Volatility persistence	0.9257	126.87***
γ leverage Additional response to negative shocks	0.0052	0.25

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S&P GSCI Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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