S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
22.88%
increased by 0.91%
1 Week
22.86%
increased by 0.89%
1 Month
22.78%
increased by 0.81%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 21.58 | |
| 0.0662 | 24.28 | |
| 0.9337 | 624.95 | |
| -0.0189 | -4.31 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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