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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0012	1.03
α ARCH Response to squared shocks	0.0878	30.58***
β GARCH Volatility persistence	0.9852	1,342.22***
γ leverage Additional response to negative shocks	-0.0489	-21.01***

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S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis

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