S&P GSCI Corn Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.27% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 20.24 | |
| 0.0689 | 42.84 | |
| 0.9215 | 501.07 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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