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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0155	9.38***
α ARCH Response to squared shocks	0.0255	14.55***
β GARCH Volatility persistence	0.9723	804.89***
γ leverage Additional response to negative shocks	0.0000	-0.01

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ICE US Orange Juice GJR-GARCH Volatility Analysis

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