S&P GSCI Coffee Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:41.80% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 20.05 | |
| 0.0554 | 30.02 | |
| 0.9280 | 420.48 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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