S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.41%
decreased by 0.52%
1 Week
18.50%
decreased by 0.43%
1 Month
18.87%
decreased by 0.06%
Analysis last updated: Tuesday, June 16, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 17.69 | |
| 0.1249 | 44.13 | |
| 0.9890 | 1,673.36 | |
| 0.0162 | 6.76 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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