S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.63% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 20.87 | |
| 0.0644 | 23.61 | |
| 0.9220 | 495.94 | |
| 0.0071 | 1.65 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Corn Index Analyses
Other GJR-GARCH Analyses on Commodities