S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:16.96% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 21.21 | |
| 0.0585 | 42.62 | |
| 0.9319 | 612.27 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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