S&P GSCI Corn Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:18.14% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 24.38 | |
| 0.1468 | 43.53 | |
| 0.9847 | 1,354.45 | |
| 0.0025 | 0.86 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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