S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:0.26% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0243 | 26.21 | |
| 0.1136 | 24.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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