S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.47% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 18.73 | |
| 0.0580 | 43.60 | |
| 0.9324 | 608.99 | |
| -0.0703 | -4.71 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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