S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.78% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.58 | |
| 0.1269 | 45.22 | |
| 0.9894 | 1,679.74 | |
| 0.0095 | 4.09 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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