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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.3312	6.13***
α ARCH Response to squared shocks	0.0438	43.31***
β GARCH Volatility persistence	0.9967	2,152.79***
ν DF Student-t tail thickness	6.1916	10.04***

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