S&P GSCI Grains Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:20.02% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 17.48 | |
| 0.0556 | 42.71 | |
| 0.9346 | 644.57 | |
| -0.2315 | -11.43 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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