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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0571	18.32***
α ARCH Response to squared shocks	0.0748	32.26***
β GARCH Volatility persistence	0.9100	353.52***
γ leverage Additional response to negative shocks	0.0828	2.06**

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CBOT Corn AGARCH Volatility Analysis

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News Impact Curve

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