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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0264	19.60***
α ARCH Response to squared shocks	0.0495	36.29***
β GARCH Volatility persistence	0.9419	625.86***

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S&P GSCI Wheat Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Wheat Index Analyses