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	param	t-stat
$ω$	0.0115	18.96
$α$	0.0622	24.07
$β$	0.9352	623.85
$γ$	-0.0130	-3.10

V-Lab

S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:12.95% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Agricultural Spot Index Analyses