S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.68% (+0.43%)
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
Other S&P GSCI Grains Spot Index Analyses
Other GJR-GARCH Analyses on Commodities