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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.8472	7.79***
α ARCH Response to squared shocks	0.0269	28.05***
β GARCH Volatility persistence	0.9900	653.92***
ν DF Student-t tail thickness	6.2883	3.79***

V-Lab

ICE US Coffee Arabica GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Coffee Arabica Analyses