S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:12.33% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 18.93 | |
| 0.0619 | 23.96 | |
| 0.9350 | 621.23 | |
| -0.0120 | -2.83 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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