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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0134	17.73***
α ARCH Response to squared shocks	0.1449	43.82***
β GARCH Volatility persistence	0.9846	1,241.60***
γ leverage Additional response to negative shocks	0.0152	5.63***

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S&P GSCI Soybeans Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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