S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
32.33%
decreased by 0.87%
1 Week
32.47%
decreased by 0.73%
1 Month
32.94%
decreased by 0.26%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1157 | 17.68 | |
| 0.0947 | 18.10 | |
| 0.9188 | 384.62 | |
| -0.0742 | -12.56 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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