S&P GSCI Cocoa Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:40.35% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 9.91 | |
| 0.0792 | 29.33 | |
| 0.9954 | 2,309.54 | |
| 0.0186 | 8.70 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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