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	param	t-stat
$ω$	0.1147	17.56
$α$	0.0945	18.07
$β$	0.9193	385.60
$γ$	-0.0743	-12.61

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S&P GSCI Coffee Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:29.58% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses