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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.4362	7.29***
α ARCH Response to squared shocks	0.0259	39.62***
β GARCH Volatility persistence	0.9984	6,087.77***
ν DF Student-t tail thickness	6.7203	9.63***

V-Lab

ICE US Cocoa GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cocoa Analyses