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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8030	21.68***
α ARCH Response to squared shocks	0.0476	26.24***
β GARCH Volatility persistence	0.9834	845.55***
ν DF Student-t tail thickness	13.9647	2.17**

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S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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