S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
30.76%
increased by 1.37%
1 Week
30.98%
increased by 1.59%
1 Month
31.72%
increased by 2.33%
Analysis last updated: Wednesday, April 22, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1156 | 17.67 | |
| 0.0946 | 18.09 | |
| 0.9189 | 385.14 | |
| -0.0741 | -12.57 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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