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	param	t-stat
$ω$	2.4233	6.26
$α$	0.0398	29.08
$β$	0.9937	886.44
$ν$	6.8817	5.90

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S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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