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	param	t-stat
$ω$	0.0116	18.91
$α$	0.0623	24.09
$β$	0.9349	621.62
$γ$	-0.0128	-3.05

V-Lab

S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:12.61% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Agricultural Spot Index Analyses