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	param	t-stat
$ω$	0.1143	17.53
$α$	0.0944	18.06
$β$	0.9194	386.63
$γ$	-0.0742	-12.61

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 30th, 2026:31.16% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses