S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.13% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 17.84 | |
| 0.1243 | 43.88 | |
| 0.9891 | 1,685.06 | |
| 0.0154 | 6.47 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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