S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.03%
decreased by 0.68%
1 Week
22.06%
decreased by 0.65%
1 Month
22.17%
decreased by 0.54%
Analysis last updated: Saturday, June 6, 2026 at 12:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 17.82 | |
| 0.1250 | 44.15 | |
| 0.9890 | 1,673.38 | |
| 0.0160 | 6.69 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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