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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0686	10.17***
α ARCH Response to squared shocks	0.0497	6.96***
β GARCH Volatility persistence	0.9373	107.31***

V-Lab

Chicago SRW Wheat Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chicago SRW Wheat Analyses