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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.2723	6.10***
α ARCH Response to squared shocks	0.0435	43.37***
β GARCH Volatility persistence	0.9967	2,125.21***
ν DF Student-t tail thickness	6.1699	10.10***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Palladium Spot Index Analyses