S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.15%
decreased by 0.51%
1 Week
22.08%
decreased by 0.58%
1 Month
21.80%
decreased by 0.86%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 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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