S&P GSCI Coffee Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.46% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0853 | 20.15 | |
| 0.0552 | 30.00 | |
| 0.9280 | 420.65 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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