S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.80% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 19.46 | |
| 0.0569 | 42.80 | |
| 0.9338 | 620.07 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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