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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0094	18.66***
α ARCH Response to squared shocks	0.0465	31.84***
β GARCH Volatility persistence	0.9438	582.58***

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S&P GSCI All Cattle Spot Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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