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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0038	16.88***
α ARCH Response to squared shocks	0.0548	38.50***
β GARCH Volatility persistence	0.9418	667.45***
γ leverage Additional response to negative shocks	-0.0052	-0.45

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S&P GSCI Light Energy Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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