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	param	t-stat
$ω$	0.0586	9.16
$α$	0.0598	34.57
$β$	0.9157	382.35
$γ$	-1.0057	-24.88

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S&P GSCI Coffee Index AGARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:29.16% (-1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses