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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3274	8.02***
α ARCH Response to squared shocks	0.0649	37.61***
β GARCH Volatility persistence	0.9901	747.22***
ν DF Student-t tail thickness	7.1482	7.53***

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

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