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	param	t-stat
$ω$	0.0165	18.59
$α$	0.0463	21.76
$β$	0.9499	752.69
$γ$	-0.0054	-1.56

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S&P GSCI Cotton Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Cotton Index Analyses