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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0358	1.11
α ARCH Response to squared shocks	0.0829	8.70***
β GARCH Volatility persistence	0.9777	106.47***
γ leverage Additional response to negative shocks	-0.1479	-10.18***

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CME Lumber EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lumber Analyses