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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0078	9.82***
α ARCH Response to squared shocks	0.0803	30.90***
β GARCH Volatility persistence	0.9963	2,548.17***
γ leverage Additional response to negative shocks	0.0176	8.66***

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S&P GSCI Cocoa Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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