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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0077	4.56***
α ARCH Response to squared shocks	0.0435	30.55***
β GARCH Volatility persistence	0.9517	663.23***
γ leverage Additional response to negative shocks	-0.5012	-13.06***

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S&P GSCI Silver Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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