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	param	t-stat
$ω$	1.3073	12.32
$α$	0.0422	4.82
$β$	0.9201	57.20
$γ_{1}$	0.0051	3.46
$γ_{2}$	-0.0060	-3.26

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ICE US Coffee Arabica Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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