S&P GSCI Corn Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.44% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 24.14 | |
| 0.1434 | 43.08 | |
| 0.9849 | 1,369.80 | |
| 0.0034 | 1.14 |
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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