S&P GSCI Coffee Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
34.65%
decreased by 0.95%
1 Week
34.68%
decreased by 0.92%
1 Month
34.76%
decreased by 0.84%
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 | |
|---|---|---|
| 0.1154 | 17.69 | |
| 0.0942 | 18.07 | |
| 0.9192 | 386.39 | |
| -0.0738 | -12.56 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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