S&P GSCI Agricultural Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.42% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 18.96 | |
| 0.0622 | 24.07 | |
| 0.9352 | 623.85 | |
| -0.0130 | -3.10 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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