S&P GSCI Corn Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.34% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 20.40 | |
| 0.0678 | 42.60 | |
| 0.9222 | 505.60 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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