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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8129	5.66***
α ARCH Response to squared shocks	0.0625	37.67***
β GARCH Volatility persistence	0.9893	502.46***
ν DF Student-t tail thickness	4.3082	16.78***

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CBOT Rough Rice GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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