S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:31.20% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1137 | 17.51 | |
| 0.0940 | 18.01 | |
| 0.9197 | 387.73 | |
| -0.0737 | -12.51 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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