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	param	t-stat
$ω$	0.0265	20.79
$α$	0.0647	23.75
$β$	0.9219	495.92
$γ$	0.0066	1.53

V-Lab

S&P GSCI Corn Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.13% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Corn Index Analyses