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V-Lab
V-Lab
S&P GSCI Cocoa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:41.77% (-0.51%)
Analysis last updated: Thursday, November 27, 2025 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Cocoa Index MF2-GARCH
paramt-stat
m101
α0.041323.24
β0.9436370.90
γ-0.0287-17.08
λ10.38924.18
λ20.897810.49
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts