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	param	t-stat
$ω$	1.3858	8.70
$α$	0.0243	5.46
$β$	0.9739	191.49
$γ_{1}$	0.0009	1.36

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ICE US Cocoa Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cocoa Analyses