S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.48% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0710 | 33.66 | |
| 0.8934 | 234.87 | |
| 0.0102 | 4.06 | |
| 0.0018 | 7.55 | |
| 0.0113 | 8.82 | |
| 0.9881 | 705.27 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Corn Index Analyses
Other MF2-GARCH Analyses on Commodities