S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
23.09%
increased by 0.96%
1 Week
22.91%
increased by 0.78%
1 Month
22.32%
increased by 0.19%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0732 | 32.41 | |
| 0.9088 | 253.98 | |
| -0.0190 | -8.20 | |
| 0.0018 | 6.19 | |
| 0.0122 | 7.32 | |
| 0.9868 | 532.85 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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