S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.34% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 11.89 | |
| 0.1273 | 45.15 | |
| 0.9893 | 1,673.91 | |
| 0.0092 | 3.95 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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