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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0119	11.89***
α ARCH Response to squared shocks	0.0092	6.84***
β GARCH Volatility persistence	0.9633	760.93***
γ leverage Additional response to negative shocks	0.0363	8.89***

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CME Feeder Cattle GJR-GARCH Volatility Analysis

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