S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.35% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 21.40 | |
| 0.0652 | 23.86 | |
| 0.9339 | 623.87 | |
| -0.0171 | -3.85 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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