S&P GSCI Coffee Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:38.97% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1035 | 26.16 | |
| 0.8899 | 148.84 | |
| -0.0884 | -21.02 | |
| 0.0226 | 4.02 | |
| 0.0171 | 4.26 | |
| 0.9783 | 197.04 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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