S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:12.66% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.42 | |
| 0.0570 | 42.81 | |
| 0.9337 | 618.78 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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