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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5567	6.65***
α ARCH Response to squared shocks	0.0460	26.02***
β GARCH Volatility persistence	0.9896	549.79***
ν DF Student-t tail thickness	7.4460	3.91***

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

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News Impact Curve

Volatility Forecast

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