S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:16.49% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 19.03 | |
| 0.0621 | 24.01 | |
| 0.9349 | 620.78 | |
| -0.0124 | -2.94 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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