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	param	t-stat
$ω$	0.1155	17.66
$α$	0.0947	18.08
$β$	0.9189	384.63
$γ$	-0.0742	-12.56

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:28.39% (+0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses