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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9607	9.89***
α ARCH Response to squared shocks	0.0446	32.06***
β GARCH Volatility persistence	0.9853	645.22***
ν DF Student-t tail thickness	6.0193	6.00***

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

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Volatility Forecast

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