S&P GSCI Coffee Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.51%
decreased by 0.93%
1 Week
28.83%
decreased by 0.61%
1 Month
30.01%
increased by 0.57%
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 | |
|---|---|---|
| 0.0361 | 10.55 | |
| 0.1174 | 28.92 | |
| 0.9790 | 632.02 | |
| 0.0602 | 18.72 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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