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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0396	11.62***
α ARCH Response to squared shocks	0.0368	14.01***
β GARCH Volatility persistence	0.9529	434.34***
γ leverage Additional response to negative shocks	0.0027	0.51

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ICE US Sugar GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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