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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9722	9.86***
α ARCH Response to squared shocks	0.0450	31.54***
β GARCH Volatility persistence	0.9852	642.23***
ν DF Student-t tail thickness	6.0274	5.99***

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

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