S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.37% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 21.38 | |
| 0.0652 | 23.88 | |
| 0.9340 | 624.31 | |
| -0.0171 | -3.85 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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