S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
17.33%
decreased by 0.48%
1 Week
17.43%
decreased by 0.38%
1 Month
17.81%
increased by 0.00%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 21.34 | |
| 0.0583 | 42.67 | |
| 0.9319 | 613.12 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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