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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0117	14.31***
α ARCH Response to squared shocks	0.1040	38.17***
β GARCH Volatility persistence	0.9901	1,793.65***
γ leverage Additional response to negative shocks	0.0261	11.34***

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S&P GSCI Wheat Index EGARCH Volatility Analysis

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