S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:34.06% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1134 | 17.49 | |
| 0.0939 | 18.00 | |
| 0.9198 | 388.42 | |
| -0.0735 | -12.48 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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