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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0658	16.27***
α ARCH Response to squared shocks	0.0908	31.05***
β GARCH Volatility persistence	0.8886	288.97***
γ leverage Additional response to negative shocks	0.2001	5.33***

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CBOT Rough Rice AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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