S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.62%
decreased by 0.80%
1 Week
16.67%
decreased by 0.75%
1 Month
16.84%
decreased by 0.58%
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 | |
|---|---|---|
| 0.0038 | 11.50 | |
| 0.1271 | 45.43 | |
| 0.9892 | 1,668.19 | |
| 0.0102 | 4.43 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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