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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0163	6.71***
α ARCH Response to squared shocks	0.0030	6.74***
β GARCH Volatility persistence	0.9940	1,228.71***
γ leverage Additional response to negative shocks	-0.1733	-0.54

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CME Lean Hogs AGARCH Volatility Analysis

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