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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0075	11.63***
α ARCH Response to squared shocks	0.0308	31.17***
β GARCH Volatility persistence	0.9667	912.83***

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S&P GSCI Lead Spot Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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