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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0920	19.96***
α ARCH Response to squared shocks	0.0588	29.70***
β GARCH Volatility persistence	0.9235	388.20***

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S&P GSCI Coffee Index GARCH Volatility Analysis

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