S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
14.89%
decreased by 0.29%
1 Week
15.06%
decreased by 0.12%
1 Month
15.67%
increased by 0.49%
Analysis last updated: Wednesday, April 22, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0726 | 32.21 | |
| 0.9091 | 252.46 | |
| -0.0187 | -8.08 | |
| 0.0018 | 6.12 | |
| 0.0123 | 7.28 | |
| 0.9868 | 526.83 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other S&P GSCI Grains Spot Index Analyses
Other MF2-GARCH Analyses on Commodities