Skip to main content
V-Lab
V-Lab
S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:39.62% (-0.71%)
Analysis last updated: Saturday, October 11, 2025 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Cocoa Index MF2-GARCH
paramt-stat
m101
α0.041323.23
β0.9438370.85
γ-0.0287-17.05
λ10.39834.12
λ20.89419.88
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts