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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0738	10.26***
α ARCH Response to squared shocks	0.0507	6.99***
β GARCH Volatility persistence	0.9358	105.30***

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Chicago SRW Wheat Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Chicago SRW Wheat Analyses