S&P GSCI Grains Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
22.18%
increased by 0.06%
1 Week
22.17%
increased by 0.05%
1 Month
22.15%
increased by 0.03%
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 | |
|---|---|---|
| 0.0155 | 17.37 | |
| 0.0559 | 42.91 | |
| 0.9343 | 643.44 | |
| -0.2370 | -11.76 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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