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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5611	9.82***
α ARCH Response to squared shocks	0.0366	31.63***
β GARCH Volatility persistence	0.9911	888.85***
ν DF Student-t tail thickness	9.4309	3.00***

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

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News Impact Curve

Volatility Forecast

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