S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
32.91%
decreased by 0.52%
1 Week
32.97%
decreased by 0.46%
1 Month
33.19%
decreased by 0.24%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8587 | 10.16 | |
| 0.0432 | 31.75 | |
| 0.9855 | 674.06 | |
| 6.1071 | 5.84 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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