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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0236	17.17***
α ARCH Response to squared shocks	0.0538	18.00***
β GARCH Volatility persistence	0.9326	415.39***
γ leverage Additional response to negative shocks	-0.0014	-0.34

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S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis

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Volatility Forecast

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