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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2944	21.37***
α ARCH Response to squared shocks	0.1505	10.62***
β GARCH Volatility persistence	0.6243	46.17***
γ leverage Additional response to negative shocks	0.0130	0.72

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CME Live Cattle GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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