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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0256	19.81***
α ARCH Response to squared shocks	0.0633	40.84***
β GARCH Volatility persistence	0.9224	525.89***
γ leverage Additional response to negative shocks	-0.1597	-7.19***

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S&P GSCI Soybeans Index AGARCH Volatility Analysis

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