S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:15.51% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 19.31 | |
| 0.0570 | 42.75 | |
| 0.9338 | 619.24 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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