S&P GSCI Coffee Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.56% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 10.55 | |
| 0.1180 | 28.84 | |
| 0.9789 | 629.12 | |
| 0.0604 | 18.59 |
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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