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	param	t-stat
$ω$	5.3820	7.15
$α$	0.0260	39.52
$β$	0.9983	5,804.34
$ν$	6.7326	9.37

V-Lab

ICE US Cocoa GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cocoa Analyses