S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
23.84%
decreased by 0.93%
1 Week
23.78%
decreased by 0.99%
1 Month
23.54%
decreased by 1.23%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7136 | 13.19 | |
| 0.0536 | 34.86 | |
| 0.9888 | 1,229.91 | |
| 9.7043 | 4.34 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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