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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1220	17.89***
α ARCH Response to squared shocks	0.1001	18.33***
β GARCH Volatility persistence	0.9153	367.59***
γ leverage Additional response to negative shocks	-0.0793	-12.93***

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

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