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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0237	17.02***
α ARCH Response to squared shocks	0.1299	39.75***
β GARCH Volatility persistence	0.9799	1,057.09***
γ leverage Additional response to negative shocks	-0.0342	-15.02***

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S&P GSCI Lean Hogs Index EGARCH Volatility Analysis

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