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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0381	10.68***
α ARCH Response to squared shocks	0.1229	29.13***
β GARCH Volatility persistence	0.9780	602.56***
γ leverage Additional response to negative shocks	0.0634	19.02***

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S&P GSCI Coffee Index EGARCH Volatility Analysis

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