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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0489	17.54***
α ARCH Response to squared shocks	0.0686	40.87***
β GARCH Volatility persistence	0.9104	423.81***
γ leverage Additional response to negative shocks	0.4233	21.11***

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S&P GSCI Lean Hogs Index AGARCH Volatility Analysis

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