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	param	t-stat
$ω$	0.0080	10.16
$α$	0.0801	30.54
$β$	0.9961	2,509.10
$γ$	0.0171	8.35

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S&P GSCI Cocoa Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Cocoa Index Analyses