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	param	t-stat
$ω$	4.3930	5.42
$α$	0.0302	45.50
$β$	0.9973	2,282.20
$ν$	7.0537	6.81

V-Lab

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