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	param	t-stat
$ω$	4.4900	5.48
$α$	0.0301	46.06
$β$	0.9975	2,462.85
$ν$	7.0611	7.01

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses