S&P GSCI Grains Spot Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.67%
decreased by 0.36%
1 Week
21.71%
decreased by 0.32%
1 Month
21.85%
decreased by 0.18%
Analysis last updated: Monday, June 8, 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 | |
|---|---|---|
| 0.0086 | 17.82 | |
| 0.1250 | 44.15 | |
| 0.9890 | 1,673.38 | |
| 0.0160 | 6.69 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI Grains Spot Index Analyses
Other EGARCH Analyses on Commodities