S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
19.91%
decreased by 0.03%
1 Week
19.87%
decreased by 0.07%
1 Month
19.74%
decreased by 0.20%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 18.73 | |
| 0.0582 | 43.91 | |
| 0.9320 | 609.18 | |
| -0.0801 | -5.40 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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