S&P GSCI Corn Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.17% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 19.44 | |
| 0.0677 | 42.72 | |
| 0.9225 | 507.45 | |
| -0.0348 | -1.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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