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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0113	24.25***
α ARCH Response to squared shocks	0.0996	40.41***
β GARCH Volatility persistence	0.9906	2,162.89***
γ leverage Additional response to negative shocks	0.0064	3.32***

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S&P GSCI Cotton Index EGARCH Volatility Analysis

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