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	param	t-stat
$m$	56
$α$	0.1035	26.42
$β$	0.8904	151.85
$γ$	-0.0887	-21.23
$λ_{1}$	0.0225	4.09
$λ_{2}$	0.0165	4.32
$λ_{3}$	0.9788	204.99

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S&P GSCI Coffee Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:36.03% (+5.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses