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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0337	33.78***
α ARCH Response to squared shocks	0.3216	36.75***
β GARCH Volatility persistence	0.6831	135.83***
γ leverage Additional response to negative shocks	-0.0094	-1.18

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BDI Baltic Exchange Dry Index GJR-GARCH Volatility Analysis

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