S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.25% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 18.65 | |
| 0.0580 | 43.57 | |
| 0.9325 | 609.85 | |
| -0.0652 | -4.38 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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