S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:25.43% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 20.71 | |
| 0.0652 | 23.79 | |
| 0.9211 | 492.32 | |
| 0.0079 | 1.81 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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