S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.29% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 21.44 | |
| 0.0652 | 24.01 | |
| 0.9342 | 628.26 | |
| -0.0178 | -4.05 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Grains Spot Index Analyses
Other GJR-GARCH Analyses on Commodities