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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0607	8.99***
α ARCH Response to squared shocks	0.0628	34.29***
β GARCH Volatility persistence	0.9119	358.29***
γ leverage Additional response to negative shocks	-1.0215	-25.61***

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S&P GSCI Coffee Index AGARCH Volatility Analysis

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