S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.39%
decreased by 0.71%
1 Week
22.36%
decreased by 0.74%
1 Month
22.23%
decreased by 0.87%
Analysis last updated: Saturday, June 6, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7108 | 13.24 | |
| 0.0535 | 34.92 | |
| 0.9888 | 1,232.97 | |
| 9.7192 | 4.33 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Commodities