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	param	t-stat
$ω$	0.0134	10.60
$α$	0.0403	18.79
$β$	0.9643	806.97
$γ$	-0.0155	-5.48

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses