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	param	t-stat
$ω$	4.5618	5.54
$α$	0.0302	46.38
$β$	0.9975	2,597.74
$ν$	7.0804	7.14

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses