S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:5.07% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0012 | 11,970.00 | |
| -0.0024 | -23,740.00 | |
| 1.3842 | 33.42 | |
| 0.1694 | 43.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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