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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0066	4.28***
α ARCH Response to squared shocks	0.0346	16.09***
β GARCH Volatility persistence	0.9730	854.22***
γ leverage Additional response to negative shocks	-0.0163	-6.19***

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ICE US Cocoa GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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