S&P GSCI Cocoa Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:39.35% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 12.88 | |
| 0.0323 | 28.04 | |
| 0.9641 | 768.80 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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