S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:40.26% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 10.97 | |
| 0.0406 | 18.63 | |
| 0.9640 | 783.70 | |
| -0.0164 | -5.70 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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