S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:13.39% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 21.00 | |
| 0.0585 | 42.59 | |
| 0.9320 | 612.74 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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