S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.93% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.44 | |
| 0.0568 | 42.80 | |
| 0.9339 | 620.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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