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	param	t-stat
$m$	101
$α$	0.0412	23.54
$β$	0.9436	386.56
$γ$	-0.0280	-17.06
$λ_{1}$	0.3589	4.59
$λ_{2}$	0.9122	12.92
$λ_{3}$	0.0000	0.00

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S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses