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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3694	6.05***
α ARCH Response to squared shocks	0.0413	55.98***
β GARCH Volatility persistence	0.9969	1,958.63***
ν DF Student-t tail thickness	6.1802	13.12***

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

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