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	param	t-stat
$m$	106
$α$	0.0306	22.75
$β$	0.9751	991.98
$γ$	-0.0114	-7.15
$λ_{1}$	4.3665	2.20
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9726	72.47

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ICE US Cocoa MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cocoa Analyses