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	param	t-stat
$ω$	4.4060	5.43
$α$	0.0302	45.56
$β$	0.9973	2,308.65
$ν$	7.0268	6.89

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

Volatility Prediction for Tuesday, January 27th, 2026:55.55% (+0.31%)

Date Range:

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses