S&P GSCI Corn Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.19% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 20.38 | |
| 0.0677 | 42.53 | |
| 0.9223 | 505.65 |
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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