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	param	t-stat
$ω$	4.4048	5.43
$α$	0.0301	45.63
$β$	0.9973	2,308.66
$ν$	7.0300	6.88

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S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:60.76% (+3.52%)

Date Range:

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses