S&P GSCI Coffee Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:34.97% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 20.12 | |
| 0.0553 | 29.99 | |
| 0.9279 | 420.24 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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