S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:14.78% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 21.15 | |
| 0.0586 | 42.65 | |
| 0.9318 | 611.84 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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