S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.38% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 18.68 | |
| 0.0577 | 43.68 | |
| 0.9326 | 611.52 | |
| -0.0733 | -4.92 |
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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