S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:19.93% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 18.18 | |
| 0.1250 | 43.89 | |
| 0.9890 | 1,679.17 | |
| 0.0154 | 6.42 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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