S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
29.68%
decreased by 0.63%
1 Week
29.96%
decreased by 0.35%
1 Month
30.88%
increased by 0.57%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1154 | 17.67 | |
| 0.0945 | 18.07 | |
| 0.9191 | 385.68 | |
| -0.0740 | -12.56 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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