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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0127	15.35***
α ARCH Response to squared shocks	0.0682	23.62***
β GARCH Volatility persistence	0.9943	2,138.37***
γ leverage Additional response to negative shocks	0.0004	0.15

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ICE US Orange Juice EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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