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	param	t-stat
$m$	101
$α$	0.0415	24.02
$β$	0.9435	397.09
$γ$	-0.0287	-17.53
$λ_{1}$	0.3396	4.84
$λ_{2}$	0.9209	15.38
$λ_{3}$	0.0000	0.00

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S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses