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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0244	15.74***
α ARCH Response to squared shocks	0.0543	29.90***
β GARCH Volatility persistence	0.9309	400.88***
γ leverage Additional response to negative shocks	-0.0583	-1.76*

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S&P GSCI Aluminum Spot Index AGARCH Volatility Analysis

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