S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
18.46%
decreased by 0.25%
1 Week
18.53%
decreased by 0.18%
1 Month
18.78%
increased by 0.07%
Analysis last updated: Saturday, June 27, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 21.66 | |
| 0.0662 | 24.35 | |
| 0.9335 | 622.73 | |
| -0.0188 | -4.30 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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