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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3883	8.73***
α ARCH Response to squared shocks	0.0244	5.48***
β GARCH Volatility persistence	0.9740	192.56***

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ICE US Cocoa Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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