S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.29% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 21.45 | |
| 0.0652 | 24.01 | |
| 0.9342 | 627.82 | |
| -0.0178 | -4.06 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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