S&P GSCI Coffee Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
26.34%
decreased by 0.76%
1 Week
26.82%
decreased by 0.28%
1 Month
28.39%
increased by 1.29%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 9.16 | |
| 0.0596 | 34.59 | |
| 0.9161 | 384.58 | |
| -1.0072 | -24.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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