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	param	t-stat
$ω$	0.0082	10.04
$α$	0.0798	29.93
$β$	0.9959	2,417.18
$γ$	0.0176	8.33

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S&P GSCI Cocoa Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:51.66% (+0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses