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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	91
α ARCH Response to squared shocks	0.0838	24.54***
β GARCH Volatility persistence	0.8969	183.87***
γ leverage Additional response to negative shocks	0.0006	0.13
λ₁ tau intercept Baseline long-term coefficient	0.5601	0.27
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.8295	1.34

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CBOT Rough Rice MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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