S&P GSCI Cocoa Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:56.26% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 12.22 | |
| 0.0322 | 28.75 | |
| 0.9648 | 802.69 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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