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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0369	13.23***
α ARCH Response to squared shocks	0.0404	32.70***
β GARCH Volatility persistence	0.9533	680.92***
γ leverage Additional response to negative shocks	0.1839	2.96***

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ICE US Orange Juice AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Orange Juice Analyses