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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0125	17.11***
α ARCH Response to squared shocks	0.0133	8.19***
β GARCH Volatility persistence	0.9449	616.78***
γ leverage Additional response to negative shocks	0.0572	15.26***

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

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