S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.80%
decreased by 0.45%
1 Week
19.78%
decreased by 0.47%
1 Month
19.72%
decreased by 0.53%
Analysis last updated: Friday, June 5, 2026 at 11:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.67 | |
| 0.1273 | 45.48 | |
| 0.9893 | 1,671.04 | |
| 0.0100 | 4.34 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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