S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:0.43% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 400.00 | |
| -0.0001 | -600.00 | |
| 0.9550 | 213.84 | |
| 0.0491 | 49,102.00 | |
| 0.1243 | 305.51 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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