S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
23.15%
increased by 0.99%
1 Week
23.15%
increased by 0.99%
1 Month
23.18%
increased by 1.02%
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 | |
|---|---|---|
| 0.0086 | 17.75 | |
| 0.1249 | 44.10 | |
| 0.9890 | 1,676.27 | |
| 0.0160 | 6.70 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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