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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8553	8.30***
α ARCH Response to squared shocks	0.0558	34.16***
β GARCH Volatility persistence	0.9882	695.39***
ν DF Student-t tail thickness	6.8531	5.89***

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

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Volatility Forecast

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