S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
16.98%
increased by 1.31%
1 Week
17.07%
increased by 1.40%
1 Month
17.39%
increased by 1.72%
Analysis last updated: Tuesday, April 28, 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 | |
|---|---|---|
| 1.6958 | 13.15 | |
| 0.0533 | 34.97 | |
| 0.9889 | 1,233.06 | |
| 9.6984 | 4.33 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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