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	param	t-stat
$ω$	0.0166	18.59
$α$	0.0465	21.80
$β$	0.9496	748.92
$γ$	-0.0053	-1.53

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S&P GSCI Cotton Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cotton Index Analyses