S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.90%
decreased by 0.55%
1 Week
20.92%
decreased by 0.53%
1 Month
20.98%
decreased by 0.47%
Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 21.62 | |
| 0.0662 | 24.35 | |
| 0.9336 | 624.04 | |
| -0.0187 | -4.27 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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