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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0197	12.44***
α ARCH Response to squared shocks	0.0470	36.41***
β GARCH Volatility persistence	0.9430	644.56***
γ leverage Additional response to negative shocks	-0.4664	-17.64***

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S&P GSCI Wheat Index AGARCH Volatility Analysis

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