S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:41.67% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 11.01 | |
| 0.0407 | 18.62 | |
| 0.9639 | 781.10 | |
| -0.0165 | -5.74 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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