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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0580	18.75***
α ARCH Response to squared shocks	0.0627	17.60***
β GARCH Volatility persistence	0.9096	372.35***
γ leverage Additional response to negative shocks	0.0250	3.39***

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CBOT Corn GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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