S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:16.79% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0721 | 31.93 | |
| 0.9091 | 248.06 | |
| -0.0173 | -7.54 | |
| 0.0018 | 6.04 | |
| 0.0128 | 7.12 | |
| 0.9863 | 496.35 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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