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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.0414	23.65
$β$	0.9436	386.23
$γ$	-0.0286	-17.28
$λ_{1}$	0.3573	4.53
$λ_{2}$	0.9129	13.02
$λ_{3}$	0.0000	0.00

V-Lab

S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:54.82% (+2.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses