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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0107	15.36***
α ARCH Response to squared shocks	0.1185	28.91***
β GARCH Volatility persistence	0.9845	988.41***
γ leverage Additional response to negative shocks	0.0036	1.03

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S&P GSCI Aluminum Spot Index EGARCH Volatility Analysis

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