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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4488	6.74***
α ARCH Response to squared shocks	0.0301	51.71***
β GARCH Volatility persistence	0.9974	2,241.42***
ν DF Student-t tail thickness	6.2286	12.71***

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S&P GSCI Zinc Index GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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