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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0136	12.20***
α ARCH Response to squared shocks	0.0353	33.77***
β GARCH Volatility persistence	0.9612	862.09***
γ leverage Additional response to negative shocks	-0.1988	-4.34***

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S&P GSCI Cocoa Index AGARCH Volatility Analysis

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