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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0125	4.28***
α ARCH Response to squared shocks	0.0132	2.04**
β GARCH Volatility persistence	0.9451	154.86***
γ leverage Additional response to negative shocks	0.0570	3.82***

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S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis

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Volatility Forecast

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