S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.97%
increased by 1.41%
1 Week
20.93%
increased by 1.37%
1 Month
20.77%
increased by 1.21%
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 | |
|---|---|---|
| 0.0039 | 11.67 | |
| 0.1273 | 45.33 | |
| 0.9893 | 1,673.87 | |
| 0.0100 | 4.34 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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