S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
19.37%
decreased by 0.71%
1 Week
19.47%
decreased by 0.61%
1 Month
19.86%
decreased by 0.22%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3191 | 7.98 | |
| 0.0647 | 37.55 | |
| 0.9901 | 748.97 | |
| 7.1346 | 7.55 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GAS-GARCH Student T Analyses on Commodities