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	param	t-stat
$ω$	4.8693	10.05
$α$	0.0434	31.52
$β$	0.9854	664.46
$ν$	6.0769	5.84

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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