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	param	t-stat
$ω$	0.0068	4.42
$α$	0.0344	15.82
$β$	0.9729	848.23
$γ$	-0.0159	-5.98

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ICE US Cocoa GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cocoa Analyses