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	param	t-stat
$ω$	0.0140	12.51
$α$	0.0353	33.61
$β$	0.9611	855.81
$γ$	-0.1958	-4.27

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S&P GSCI Cocoa Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Cocoa Index Analyses