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	param	t-stat
$m$	56
$α$	0.1036	26.36
$β$	0.8901	151.40
$γ$	-0.0886	-21.25
$λ_{1}$	0.0221	4.09
$λ_{2}$	0.0165	4.36
$λ_{3}$	0.9789	207.49

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S&P GSCI Coffee Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:30.44% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses