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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0271	21.00***
α ARCH Response to squared shocks	0.0649	24.02***
β GARCH Volatility persistence	0.9213	492.92***
γ leverage Additional response to negative shocks	0.0069	1.62

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S&P GSCI Corn Index GJR-GARCH Volatility Analysis

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Volatility Forecast

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