S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
20.84%
increased by 3.34%
1 Week
20.86%
increased by 3.36%
1 Month
20.92%
increased by 3.42%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.0180 | 21.52 | |
| 0.0657 | 24.22 | |
| 0.9340 | 626.82 | |
| -0.0186 | -4.25 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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