S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:1.05% (-5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0423 | 28.04 | |
| 0.0987 | 25.92 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
Other MF2-GARCH Analyses on Commodities