S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
15.23%
decreased by 0.61%
1 Week
15.46%
decreased by 0.38%
1 Month
16.26%
increased by 0.42%
Analysis last updated: Wednesday, April 22, 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 | |
|---|---|---|
| 2.3090 | 7.99 | |
| 0.0647 | 37.57 | |
| 0.9901 | 748.97 | |
| 7.1367 | 7.54 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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