S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.41% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.44 | |
| 0.0568 | 42.80 | |
| 0.9339 | 620.95 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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