S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
34.94%
decreased by 0.93%
1 Week
34.94%
decreased by 0.93%
1 Month
34.95%
decreased by 0.92%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8737 | 10.02 | |
| 0.0435 | 31.51 | |
| 0.9854 | 661.77 | |
| 6.0673 | 5.84 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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