S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:20.25% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0720 | 32.03 | |
| 0.9097 | 252.00 | |
| -0.0180 | -7.83 | |
| 0.0018 | 6.16 | |
| 0.0123 | 7.19 | |
| 0.9868 | 522.39 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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