S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:39.65% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 17.50 | |
| 0.0943 | 18.01 | |
| 0.9193 | 385.47 | |
| -0.0737 | -12.45 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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