S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:22.72% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 21.49 | |
| 0.0653 | 24.07 | |
| 0.9342 | 627.80 | |
| -0.0180 | -4.10 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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