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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9427	9.87***
α ARCH Response to squared shocks	0.0447	21.12***
β GARCH Volatility persistence	0.9899	878.33***
ν DF Student-t tail thickness	9.4871	3.17***

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S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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