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	param	t-stat
$ω$	0.0038	11.62
$α$	0.1272	45.22
$β$	0.9893	1,676.85
$γ$	0.0093	4.02

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S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:13.19% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Agricultural Spot Index Analyses