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	param	t-stat
$ω$	0.0862	20.18
$α$	0.0553	30.07
$β$	0.9277	419.39

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S&P GSCI Coffee Index GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:31.06% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses