S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:3.06% (-5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4585 | 109.67 | |
| 0.1384 | 27.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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