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V-Lab
S&P GSCI Coffee Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:38.94% (+1.35%)
Analysis last updated: Thursday, November 13, 2025 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Coffee Index EGARCH
paramt-stat
ω0.035810.50
α0.117728.75
β0.9792634.19
γ0.059818.34
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts