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	param	t-stat
$ω$	0.0080	10.09
$α$	0.0805	30.77
$β$	0.9962	2,515.58
$γ$	0.0173	8.45

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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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Other S&P GSCI Cocoa Index Analyses