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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.9851	10.08***
α ARCH Response to squared shocks	0.0477	26.05***
β GARCH Volatility persistence	0.9884	805.52***
ν DF Student-t tail thickness	9.5189	3.18***

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Chicago SRW Wheat GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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