S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:16.47% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 21.47 | |
| 0.0653 | 23.99 | |
| 0.9341 | 626.48 | |
| -0.0178 | -4.05 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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