S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:11.98% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.86 | |
| 0.1273 | 45.13 | |
| 0.9893 | 1,676.84 | |
| 0.0089 | 3.83 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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