S&P GSCI Grains Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.33%
decreased by 0.61%
1 Week
22.33%
decreased by 0.61%
1 Month
22.31%
decreased by 0.63%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 21.45 | |
| 0.0588 | 42.85 | |
| 0.9314 | 609.96 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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