S&P GSCI Cocoa Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.83% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 12.27 | |
| 0.0321 | 28.62 | |
| 0.9649 | 800.72 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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