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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0241	15.80***
α ARCH Response to squared shocks	0.1213	29.02***
β GARCH Volatility persistence	0.9835	984.47***
γ leverage Additional response to negative shocks	0.0213	6.22***

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Chicago SRW Wheat EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chicago SRW Wheat Analyses