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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1216	17.94***
α ARCH Response to squared shocks	0.0994	18.44***
β GARCH Volatility persistence	0.9157	369.08***
γ leverage Additional response to negative shocks	-0.0787	-12.99***

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

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