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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0547	16.77***
α ARCH Response to squared shocks	0.0505	27.32***
β GARCH Volatility persistence	0.9365	420.16***

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Chicago SRW Wheat GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chicago SRW Wheat Analyses