S&P GSCI Coffee Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:30.78% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1034 | 26.27 | |
| 0.8902 | 150.16 | |
| -0.0886 | -21.13 | |
| 0.0225 | 4.04 | |
| 0.0168 | 4.29 | |
| 0.9786 | 201.15 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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