S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.95%
decreased by 0.51%
1 Week
16.97%
decreased by 0.49%
1 Month
17.04%
decreased by 0.42%
Analysis last updated: Saturday, June 13, 2026 at 12:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 18.70 | |
| 0.0581 | 43.90 | |
| 0.9321 | 608.39 | |
| -0.0823 | -5.55 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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