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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0165	18.60***
α ARCH Response to squared shocks	0.0461	21.74***
β GARCH Volatility persistence	0.9500	753.39***
γ leverage Additional response to negative shocks	-0.0053	-1.55

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S&P GSCI Cotton Index GJR-GARCH Volatility Analysis

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