S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:19.44% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 21.49 | |
| 0.0655 | 24.08 | |
| 0.9341 | 626.48 | |
| -0.0181 | -4.13 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Grains Spot Index Analyses
Other GJR-GARCH Analyses on Commodities