S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:3.33% (-8.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0327 | 26.62 | |
| 0.1091 | 24.63 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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