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S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:44.66% (-0.18%)
Analysis last updated: Tuesday, November 11, 2025 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Cocoa Index MF2-GARCH
paramt-stat
m101
α0.041223.23
β0.9438370.98
γ-0.0287-17.07
λ10.39474.13
λ20.895510.12
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts