S&P GSCI Coffee Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.17% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 9.24 | |
| 0.0601 | 34.49 | |
| 0.9155 | 380.84 | |
| -0.9986 | -24.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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