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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0182	21.63***
α ARCH Response to squared shocks	0.0661	24.38***
β GARCH Volatility persistence	0.9336	624.92***
γ leverage Additional response to negative shocks	-0.0188	-4.29***

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S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis

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