S&P GSCI Corn Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:17.83% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 19.45 | |
| 0.0677 | 42.74 | |
| 0.9225 | 507.41 | |
| -0.0349 | -1.77 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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