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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0186	16.05***
α ARCH Response to squared shocks	0.0445	29.99***
β GARCH Volatility persistence	0.9433	504.45***
γ leverage Additional response to negative shocks	-0.1298	-5.97***

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S&P GSCI Softs Spot Index AGARCH Volatility Analysis

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Volatility Forecast

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