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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0401	2.93***
α ARCH Response to squared shocks	0.0371	3.53***
β GARCH Volatility persistence	0.9528	108.27***
γ leverage Additional response to negative shocks	0.0022	0.10

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ICE US Sugar GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Sugar Analyses