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	param	t-stat
$ω$	0.1158	17.66
$α$	0.0949	18.10
$β$	0.9188	383.78
$γ$	-0.0745	-12.59

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.33% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses