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	param	t-stat
$ω$	0.0135	10.65
$α$	0.0405	18.77
$β$	0.9641	801.42
$γ$	-0.0154	-5.38

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S&P GSCI Cocoa Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:55.09% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cocoa Index Analyses