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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	0.28
α ARCH Response to squared shocks	0.0898	37.94***
β GARCH Volatility persistence	0.9867	1,641.81***
γ leverage Additional response to negative shocks	-0.0442	-25.21***

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S&P GSCI Live Cattle Index EGARCH Volatility Analysis

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