S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:13.23% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 18.98 | |
| 0.0622 | 24.06 | |
| 0.9349 | 621.64 | |
| -0.0126 | -3.01 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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