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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0643	11.99***
α ARCH Response to squared shocks	0.1083	20.63***
β GARCH Volatility persistence	0.9596	376.90***
γ leverage Additional response to negative shocks	0.0550	13.40***

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ICE US Coffee Arabica EGARCH Volatility Analysis

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