S&P GSCI Corn Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.16% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 20.39 | |
| 0.0678 | 42.56 | |
| 0.9223 | 505.35 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Corn Index Analyses
Other GARCH Analyses on Commodities