S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
33.63%
decreased by 0.98%
1 Week
33.67%
decreased by 0.94%
1 Month
33.82%
decreased by 0.79%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8613 | 10.18 | |
| 0.0433 | 31.74 | |
| 0.9854 | 674.04 | |
| 6.1112 | 5.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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