S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
18.64%
decreased by 0.17%
1 Week
18.68%
decreased by 0.13%
1 Month
18.86%
increased by 0.05%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7036 | 13.28 | |
| 0.0535 | 34.92 | |
| 0.9888 | 1,228.29 | |
| 9.7194 | 4.32 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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