S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
18.78%
decreased by 0.67%
1 Week
18.82%
decreased by 0.63%
1 Month
18.99%
decreased by 0.46%
Analysis last updated: Monday, April 6, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7051 | 13.14 | |
| 0.0531 | 34.91 | |
| 0.9890 | 1,237.75 | |
| 9.7096 | 4.32 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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