S&P GSCI Cocoa Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.05% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 12.28 | |
| 0.0321 | 28.64 | |
| 0.9649 | 801.39 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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