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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0241	17.10***
α ARCH Response to squared shocks	0.1130	22.69***
β GARCH Volatility persistence	0.9870	1,232.26***
γ leverage Additional response to negative shocks	0.0157	4.48***

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S&P GSCI Nickel Spot Index EGARCH Volatility Analysis

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