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	param	t-stat
$ω$	0.0085	17.91
$α$	0.1244	43.86
$β$	0.9891	1,682.11
$γ$	0.0154	6.47

V-Lab

S&P GSCI Grains Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:15.07% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Grains Spot Index Analyses