S&P GSCI Coffee Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:31.44% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0849 | 20.14 | |
| 0.0551 | 29.99 | |
| 0.9282 | 421.70 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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