S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.72% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 21.18 | |
| 0.0582 | 42.60 | |
| 0.9322 | 614.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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