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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0097	22.55***
α ARCH Response to squared shocks	0.0488	38.31***
β GARCH Volatility persistence	0.9403	642.71***

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S&P GSCI Live Cattle Index GARCH Volatility Analysis

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Volatility Forecast

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