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	param	t-stat
$ω$	0.0131	10.39
$α$	0.0408	19.15
$β$	0.9642	810.91
$γ$	-0.0158	-5.63

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses