S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.58% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 17.89 | |
| 0.1244 | 43.86 | |
| 0.9891 | 1,682.13 | |
| 0.0155 | 6.48 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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