S&P GSCI Corn Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.77% (-0.47%)
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
Other S&P GSCI Corn Index Analyses
Other GARCH Analyses on Commodities