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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0227	16.97***
α ARCH Response to squared shocks	0.0522	30.16***
β GARCH Volatility persistence	0.9342	426.39***

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S&P GSCI Aluminum Spot Index GARCH Volatility Analysis

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