S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.00% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 21.22 | |
| 0.0582 | 42.61 | |
| 0.9322 | 614.90 |
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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