S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
30.80%
decreased by 0.79%
1 Week
31.01%
decreased by 0.58%
1 Month
31.74%
increased by 0.15%
Analysis last updated: Saturday, May 2, 2026 at 03:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1154 | 17.67 | |
| 0.0945 | 18.08 | |
| 0.9190 | 385.50 | |
| -0.0740 | -12.56 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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