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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0162	9.76***
α ARCH Response to squared shocks	0.0253	24.18***
β GARCH Volatility persistence	0.9722	799.52***

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ICE US Orange Juice GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Orange Juice Analyses