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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0104	14.67***
α ARCH Response to squared shocks	0.0463	34.87***
β GARCH Volatility persistence	0.9467	597.30***

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S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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