S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.80% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 20.79 | |
| 0.0650 | 23.72 | |
| 0.9211 | 491.52 | |
| 0.0084 | 1.92 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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