S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
18.98%
increased by 2.57%
1 Week
19.14%
increased by 2.73%
1 Month
19.71%
increased by 3.30%
Analysis last updated: Wednesday, May 6, 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 | |
|---|---|---|
| 0.0266 | 20.75 | |
| 0.0650 | 23.93 | |
| 0.9218 | 496.10 | |
| 0.0062 | 1.45 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
Other S&P GSCI Corn Index Analyses
Other GJR-GARCH Analyses on Commodities