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	param	t-stat
$ω$	0.0116	18.97
$α$	0.0622	24.07
$β$	0.9350	622.95
$γ$	-0.0129	-3.07

V-Lab

S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:13.27% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Agricultural Spot Index Analyses