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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0104	18.67***
α ARCH Response to squared shocks	0.0174	13.20***
β GARCH Volatility persistence	0.9452	731.55***
γ leverage Additional response to negative shocks	0.0511	15.98***

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S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis

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