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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0025	1.35
α ARCH Response to squared shocks	0.0251	25.34***
β GARCH Volatility persistence	0.9739	910.14***
γ leverage Additional response to negative shocks	-0.3997	-6.03***

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ICE US Cocoa AGARCH Volatility Analysis

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