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	param	t-stat
$ω$	0.0145	12.88
$α$	0.0351	33.20
$β$	0.9610	846.72
$γ$	-0.1954	-4.22

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S&P GSCI Cocoa Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:56.35% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses