S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
34.22%
decreased by 0.92%
1 Week
34.24%
decreased by 0.90%
1 Month
34.33%
decreased by 0.81%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8667 | 10.09 | |
| 0.0434 | 31.59 | |
| 0.9854 | 668.08 | |
| 6.0892 | 5.84 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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