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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1535	6.67***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8672	80.39***
γ leverage Additional response to negative shocks	0.2656	7.56***

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CME Lumber GJR-GARCH Volatility Analysis

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Volatility Forecast

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