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	param	t-stat
$ω$	1.3074	12.33
$α$	0.0419	4.80
$β$	0.9206	57.38
$γ_{1}$	0.0051	3.49
$γ_{2}$	-0.0061	-3.29

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ICE US Coffee Arabica Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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