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	param	t-stat
$ω$	0.1143	17.55
$α$	0.0943	18.06
$β$	0.9194	386.30
$γ$	-0.0741	-12.57

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 25th, 2025:26.94% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses