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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0034	2.61***
α ARCH Response to squared shocks	0.0543	4.19***
β GARCH Volatility persistence	0.9605	122.98***
γ leverage Additional response to negative shocks	-0.0315	-2.17**

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S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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