S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:12.03% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.33 | |
| 0.0570 | 42.74 | |
| 0.9338 | 618.83 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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