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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2493	18.60***
α ARCH Response to squared shocks	0.0595	26.62***
β GARCH Volatility persistence	0.8717	226.60***
γ leverage Additional response to negative shocks	-1.0713	-16.06***

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ICE US Coffee Arabica AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Coffee Arabica Analyses