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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7098	13.25***
α ARCH Response to squared shocks	0.0534	34.90***
β GARCH Volatility persistence	0.9888	1,232.96***
ν DF Student-t tail thickness	9.7247	4.32***

V-Lab

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

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