S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
15.26%
decreased by 0.15%
1 Week
15.31%
decreased by 0.10%
1 Month
15.51%
increased by 0.10%
Analysis last updated: Friday, March 27, 2026 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 19.55 | |
| 0.0567 | 42.88 | |
| 0.9339 | 621.80 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
News Impact Curve
Volatility Forecasts
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