S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
15.38%
increased by 0.14%
1 Week
15.43%
increased by 0.19%
1 Month
15.62%
increased by 0.38%
Analysis last updated: Tuesday, March 31, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 18.71 | |
| 0.0577 | 43.75 | |
| 0.9326 | 612.75 | |
| -0.0758 | -5.08 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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