soft-commodities

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myBytesResearch / soft-commodities-forecast-benchmark

Multi-asset GJR-GARCH baseline benchmark on ICE Cocoa, Coffee, Sugar, Cotton - companion to the myBytes Research methodology article. Walk-forward VaR backtests, pre-crisis lead-time analysis, make reproduce.

time-series reproducible-research forecasting volatility soft-commodities

Updated Jul 4, 2026
Python

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