S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.53% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.65 | |
| 0.1270 | 45.21 | |
| 0.9893 | 1,676.84 | |
| 0.0094 | 4.06 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
Other EGARCH Analyses on Commodities