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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0269	20.95***
α ARCH Response to squared shocks	0.0646	24.11***
β GARCH Volatility persistence	0.9217	497.43***
γ leverage Additional response to negative shocks	0.0069	1.63

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S&P GSCI Corn Index GJR-GARCH Volatility Analysis

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Volatility Forecast

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