S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
18.38%
increased by 0.09%
1 Week
18.51%
increased by 0.22%
1 Month
18.99%
increased by 0.70%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3094 | 8.00 | |
| 0.0647 | 37.55 | |
| 0.9901 | 748.38 | |
| 7.1440 | 7.53 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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