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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1086	15.57***
α ARCH Response to squared shocks	0.0895	29.44***
β GARCH Volatility persistence	0.8890	295.07***
γ leverage Additional response to negative shocks	0.4650	9.93***

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S&P GSCI Palladium Spot Index AGARCH Volatility Analysis

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