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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.0411	23.58
$β$	0.9437	389.16
$γ$	-0.0280	-17.10
$λ_{1}$	0.3515	4.63
$λ_{2}$	0.9155	13.47
$λ_{3}$	0.0000	0.00

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S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:54.22% (-1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses