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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9432	4.64***
α ARCH Response to squared shocks	0.0324	4.93***
β GARCH Volatility persistence	0.9636	135.89***

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S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Zinc Index Analyses