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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.3485	10.72***
α ARCH Response to squared shocks	0.1134	6.45***
β GARCH Volatility persistence	0.3461	6.32***
γ leverage Additional response to negative shocks	-0.0248	-0.99

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CBOT Oats GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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