S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
17.57%
decreased by 0.27%
1 Week
17.62%
decreased by 0.22%
1 Month
17.83%
decreased by 0.01%
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 | |
|---|---|---|
| 66 | ||
| 0.0735 | 32.63 | |
| 0.9079 | 254.04 | |
| -0.0190 | -8.17 | |
| 0.0018 | 6.15 | |
| 0.0122 | 7.42 | |
| 0.9868 | 538.95 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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