S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
14.86%
decreased by 0.12%
1 Week
14.94%
decreased by 0.04%
1 Month
15.23%
increased by 0.25%
Analysis last updated: Wednesday, April 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.57 | |
| 0.1265 | 45.26 | |
| 0.9893 | 1,682.56 | |
| 0.0097 | 4.19 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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