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	param	t-stat
$ω$	0.0120	18.67
$α$	0.0580	43.68
$β$	0.9324	609.79
$γ$	-0.0719	-4.82

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S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:12.03% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Agricultural Spot Index Analyses