S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
23.04%
decreased by 0.64%
1 Week
23.07%
decreased by 0.61%
1 Month
23.16%
decreased by 0.52%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3278 | 8.00 | |
| 0.0650 | 37.66 | |
| 0.9901 | 744.96 | |
| 7.1275 | 7.56 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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