S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:14.12% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0721 | 31.92 | |
| 0.9092 | 248.81 | |
| -0.0173 | -7.53 | |
| 0.0018 | 6.07 | |
| 0.0127 | 7.15 | |
| 0.9864 | 503.00 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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