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	param	t-stat
$ω$	0.0586	9.15
$α$	0.0599	34.54
$β$	0.9157	382.01
$γ$	-1.0056	-24.81

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S&P GSCI Coffee Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:33.05% (-0.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses