S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
19.57%
decreased by 0.55%
1 Week
19.62%
decreased by 0.50%
1 Month
19.78%
decreased by 0.34%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 21.52 | |
| 0.0657 | 24.13 | |
| 0.9341 | 627.74 | |
| -0.0185 | -4.23 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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