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	param	t-stat
$m$	56
$α$	0.1038	26.31
$β$	0.8897	150.34
$γ$	-0.0885	-21.15
$λ_{1}$	0.0221	4.09
$λ_{2}$	0.0166	4.37
$λ_{3}$	0.9789	207.48

V-Lab

S&P GSCI Coffee Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.32% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Coffee Index Analyses