S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:38.53% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 11.11 | |
| 0.0408 | 18.62 | |
| 0.9637 | 774.65 | |
| -0.0167 | -5.76 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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