S&P GSCI Corn Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.13% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 19.43 | |
| 0.0676 | 42.69 | |
| 0.9226 | 507.75 | |
| -0.0351 | -1.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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