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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0514	18.66***
α ARCH Response to squared shocks	0.0404	20.37***
β GARCH Volatility persistence	0.9190	445.23***
γ leverage Additional response to negative shocks	0.0459	9.31***

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S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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