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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0102	12.37***
α ARCH Response to squared shocks	0.0359	34.76***
β GARCH Volatility persistence	0.9603	884.22***
γ leverage Additional response to negative shocks	-0.1533	-3.29***

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S&P GSCI Lead Spot Index AGARCH Volatility Analysis

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