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	param	t-stat
$ω$	0.0135	10.64
$α$	0.0405	18.78
$β$	0.9642	802.82
$γ$	-0.0156	-5.51

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:52.66% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses