S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:42.90% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1781 | 5.41 | |
| 0.0304 | 43.82 | |
| 0.9970 | 1,966.47 | |
| 7.0990 | 6.32 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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