S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.74%
decreased by 0.46%
1 Week
19.71%
decreased by 0.49%
1 Month
19.59%
decreased by 0.61%
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 | |
|---|---|---|
| 0.0120 | 19.63 | |
| 0.0572 | 43.07 | |
| 0.9334 | 618.14 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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