S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.30% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 21.50 | |
| 0.0655 | 23.95 | |
| 0.9337 | 623.33 | |
| -0.0175 | -3.94 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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