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	param	t-stat
$ω$	0.0143	10.94
$α$	0.0403	18.67
$β$	0.9641	788.34
$γ$	-0.0162	-5.65

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:42.79% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses