S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:46.48% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 10.95 | |
| 0.0403 | 18.66 | |
| 0.9641 | 787.68 | |
| -0.0161 | -5.61 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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