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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0150	13.42***
α ARCH Response to squared shocks	0.0573	20.48***
β GARCH Volatility persistence	0.9553	652.08***
γ leverage Additional response to negative shocks	-0.0300	-8.02***

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S&P GSCI Silver Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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