S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:37.49% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 11.15 | |
| 0.0411 | 18.67 | |
| 0.9635 | 770.16 | |
| -0.0168 | -5.81 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Cocoa Index Analyses
Other GJR-GARCH Analyses on Commodities