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	param	t-stat
$ω$	0.0137	10.59
$α$	0.0406	18.78
$β$	0.9642	800.82
$γ$	-0.0161	-5.64

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:55.97% (+2.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses