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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0384	15.41***
α ARCH Response to squared shocks	0.4376	13.47***
β GARCH Volatility persistence	0.3925	20.67***
γ leverage Additional response to negative shocks	0.7442	11.06***

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CME Lumber AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lumber Analyses