S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:1.12% (-8.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0282 | 26.85 | |
| 0.1082 | 24.81 | |
| 0.0000 | 0.00 |
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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