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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0329	3.45***
α ARCH Response to squared shocks	0.0257	6.04***
β GARCH Volatility persistence	0.9720	194.71***

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ICE US Orange Juice Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Orange Juice Analyses