S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:15.47% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 21.47 | |
| 0.0654 | 23.96 | |
| 0.9339 | 624.67 | |
| -0.0175 | -3.95 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Grains Spot Index Analyses
Other GJR-GARCH Analyses on Commodities