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	param	t-stat
$m$	56
$α$	0.1035	26.47
$β$	0.8906	152.26
$γ$	-0.0887	-21.27
$λ_{1}$	0.0227	4.08
$λ_{2}$	0.0166	4.31
$λ_{3}$	0.9788	203.78

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S&P GSCI Coffee Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:33.26% (+3.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses