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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0385	19.72***
β GARCH Volatility persistence	0.9577	490.13***
γ leverage Additional response to negative shocks	-0.3567	-12.78***

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S&P GSCI Precious Metals Spot Index AGARCH Volatility Analysis

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