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V-Lab
V-Lab
S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.80% (+0.33%)
Analysis last updated: Thursday, October 23, 2025 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index GJR-GARCH
paramt-stat
ω0.026120.79
α0.065023.72
β0.9211491.52
γ0.00841.92
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts