S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:11.85% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 18.94 | |
| 0.0619 | 23.98 | |
| 0.9350 | 621.66 | |
| -0.0120 | -2.85 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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