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	param	t-stat
$ω$	4.8670	9.96
$α$	0.0436	31.45
$β$	0.9853	655.13
$ν$	6.0426	5.86

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

Volatility Prediction for Thursday, March 12th, 2026:31.58% (+1.57%)

Date Range:

Parameter Estimates

Other S&P GSCI Coffee Index Analyses