S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:16.33% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0718 | 31.89 | |
| 0.9096 | 250.73 | |
| -0.0171 | -7.45 | |
| 0.0018 | 6.16 | |
| 0.0124 | 7.18 | |
| 0.9867 | 517.68 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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