S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
68.58%
increased by 1.26%
1 Week
68.46%
increased by 1.14%
1 Month
67.97%
increased by 0.65%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6426 | 5.60 | |
| 0.0304 | 46.63 | |
| 0.9976 | 2,733.16 | |
| 7.0744 | 7.33 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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