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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7150	3.27***
α ARCH Response to squared shocks	0.0531	8.71***
β GARCH Volatility persistence	0.9890	308.86***
ν DF Student-t tail thickness	9.6922	1.08

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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