S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
14.13%
decreased by 0.02%
1 Week
14.22%
increased by 0.07%
1 Month
14.55%
increased by 0.40%
Analysis last updated: Monday, April 20, 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 | |
|---|---|---|
| 0.0037 | 11.54 | |
| 0.1265 | 45.25 | |
| 0.9893 | 1,682.56 | |
| 0.0096 | 4.18 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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