S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
21.24%
increased by 1.75%
1 Week
21.18%
increased by 1.69%
1 Month
20.97%
increased by 1.48%
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 | |
|---|---|---|
| 0.0120 | 19.62 | |
| 0.0573 | 42.92 | |
| 0.9334 | 616.48 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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