S&P GSCI Coffee Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:37.08% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1035 | 26.16 | |
| 0.8897 | 148.40 | |
| -0.0884 | -21.03 | |
| 0.0226 | 4.03 | |
| 0.0169 | 4.27 | |
| 0.9785 | 198.67 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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