S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:33.30% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1151 | 17.60 | |
| 0.0945 | 18.00 | |
| 0.9189 | 382.57 | |
| -0.0738 | -12.43 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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