S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:14.92% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 19.03 | |
| 0.0622 | 24.02 | |
| 0.9348 | 620.74 | |
| -0.0125 | -2.95 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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