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V-Lab
S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:40.98% (-0.12%)
Analysis last updated: Saturday, November 1, 2025 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Cocoa Index MF2-GARCH
paramt-stat
m101
α0.041123.22
β0.9443373.53
γ-0.0285-17.01
λ10.40444.08
λ20.89159.55
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts