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	param	t-stat
$ω$	0.0137	10.69
$α$	0.0406	18.79
$β$	0.9641	800.10
$γ$	-0.0158	-5.60

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses