S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.63% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0718 | 31.94 | |
| 0.9097 | 250.48 | |
| -0.0176 | -7.69 | |
| 0.0018 | 6.10 | |
| 0.0125 | 7.15 | |
| 0.9866 | 511.72 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Grains Spot Index Analyses
Other MF2-GARCH Analyses on Commodities