S&P GSCI Grains Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.54% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 17.58 | |
| 0.0556 | 42.71 | |
| 0.9346 | 644.54 | |
| -0.2289 | -11.27 |
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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