S&P GSCI Agricultural Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
16.21%
decreased by 0.26%
1 Week
16.25%
decreased by 0.22%
1 Month
16.37%
decreased by 0.10%
Analysis last updated: Saturday, June 27, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 19.69 | |
| 0.0572 | 43.01 | |
| 0.9333 | 616.87 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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