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	param	t-stat
$ω$	0.0082	10.02
$α$	0.0797	30.05
$β$	0.9959	2,423.05
$γ$	0.0177	8.42

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S&P GSCI Cocoa Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:50.09% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses