S&P GSCI Coffee Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.98% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0862 | 20.18 | |
| 0.0555 | 30.08 | |
| 0.9275 | 418.57 |
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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