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	param	t-stat
$ω$	4.4654	5.47
$α$	0.0302	45.91
$β$	0.9974	2,409.20
$ν$	7.0463	6.97

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

Volatility Prediction for Thursday, March 12th, 2026:56.85% (-1.28%)

Date Range:

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses