S&P GSCI Cocoa Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:45.27% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 12.74 | |
| 0.0320 | 28.13 | |
| 0.9646 | 784.87 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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