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	param	t-stat
$ω$	1.2407	8.53
$α$	0.0479	7.26
$β$	0.9380	117.03
$γ_{1}$	-0.0004	-0.41

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ICE US Cotton No. 2 Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cotton No. 2 Analyses