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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0180	15.64***
α ARCH Response to squared shocks	0.0511	17.36***
β GARCH Volatility persistence	0.9456	508.41***
γ leverage Additional response to negative shocks	-0.0156	-3.82***

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S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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