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	param	t-stat
$ω$	0.0266	20.79
$α$	0.0648	23.88
$β$	0.9219	496.16
$γ$	0.0064	1.51

V-Lab

S&P GSCI Corn Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:18.20% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Corn Index Analyses