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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0280	23.27***
α ARCH Response to squared shocks	0.0643	41.43***
β GARCH Volatility persistence	0.9212	526.38***

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S&P GSCI Soybeans Index GARCH Volatility Analysis

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Volatility Forecast

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