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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0113	16.38***
α ARCH Response to squared shocks	0.0458	37.53***
β GARCH Volatility persistence	0.9363	582.30***
γ leverage Additional response to negative shocks	0.2678	18.91***

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S&P GSCI Livestock Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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