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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0124	11.86***
α ARCH Response to squared shocks	0.0323	29.20***
β GARCH Volatility persistence	0.9651	818.56***

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S&P GSCI Cocoa Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses