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	param	t-stat
$ω$	0.0131	12.24
$α$	0.0321	28.74
$β$	0.9649	802.71

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S&P GSCI Cocoa Index GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:56.38% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses