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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0167	17.65***
α ARCH Response to squared shocks	0.0451	40.67***
β GARCH Volatility persistence	0.9478	761.28***
γ leverage Additional response to negative shocks	-0.1500	-6.25***

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S&P GSCI Cotton Index AGARCH Volatility Analysis

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