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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3857	8.72***
α ARCH Response to squared shocks	0.0243	5.49***
β GARCH Volatility persistence	0.9740	192.91***

V-Lab

ICE US Cocoa Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cocoa Analyses