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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7889	20.26***
α ARCH Response to squared shocks	0.5166	12.40***
β GARCH Volatility persistence	0.4834	25.68***

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CME Lumber GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lumber Analyses