S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.03% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 18.66 | |
| 0.0578 | 43.68 | |
| 0.9325 | 611.50 | |
| -0.0731 | -4.90 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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