S&P GSCI Corn Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.56% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 24.10 | |
| 0.1434 | 43.10 | |
| 0.9849 | 1,371.74 | |
| 0.0034 | 1.15 |
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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