S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.58% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.82 | |
| 0.1272 | 45.20 | |
| 0.9893 | 1,673.93 | |
| 0.0093 | 3.98 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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