S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.50%
increased by 0.84%
1 Week
20.46%
increased by 0.80%
1 Month
20.28%
increased by 0.62%
Analysis last updated: Friday, May 15, 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 | |
|---|---|---|
| 0.0121 | 18.71 | |
| 0.0582 | 43.82 | |
| 0.9321 | 608.39 | |
| -0.0803 | -5.42 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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