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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.0414	23.66
$β$	0.9435	384.63
$γ$	-0.0286	-17.17
$λ_{1}$	0.3573	4.52
$λ_{2}$	0.9129	12.94
$λ_{3}$	0.0000	0.00

V-Lab

S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 30th, 2026:54.17% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses