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	param	t-stat
$ω$	0.0227	16.97
$α$	0.0524	17.59
$β$	0.9341	421.13
$γ$	-0.0002	-0.04

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

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News Impact Curve

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Parameter Estimates

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