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	param	t-stat
$ω$	0.0137	10.60
$α$	0.0406	18.77
$β$	0.9641	798.13
$γ$	-0.0160	-5.56

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:55.59% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses