S&P GSCI Coffee Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.12%
decreased by 0.74%
1 Week
31.29%
decreased by 0.57%
1 Month
31.86%
decreased by 0.00%
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 | |
|---|---|---|
| 0.0857 | 20.20 | |
| 0.0550 | 30.06 | |
| 0.9281 | 422.04 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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