S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
22.51%
increased by 0.09%
1 Week
22.50%
decreased by 0.01%
1 Month
22.47%
decreased by 0.04%
Analysis last updated: Saturday, March 21, 2026 at 01:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 21.34 | |
| 0.0585 | 42.69 | |
| 0.9318 | 612.63 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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