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	param	t-stat
$ω$	4.8775	9.96
$α$	0.0436	31.48
$β$	0.9854	657.36
$ν$	6.0545	5.86

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

Volatility Prediction for Friday, February 20th, 2026:36.40% (-1.28%)

Date Range:

Parameter Estimates

Other S&P GSCI Coffee Index Analyses