S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.29%
decreased by 0.70%
1 Week
19.32%
decreased by 0.67%
1 Month
19.44%
decreased by 0.55%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7053 | 13.23 | |
| 0.0535 | 34.87 | |
| 0.9888 | 1,226.79 | |
| 9.7036 | 4.33 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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