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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2304	16.12***
α ARCH Response to squared shocks	0.0803	12.73***
β GARCH Volatility persistence	0.9030	232.96***
γ leverage Additional response to negative shocks	-0.0682	-9.72***

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ICE US Coffee Arabica GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Coffee Arabica Analyses