S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:18.27% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 20.77 | |
| 0.0650 | 23.74 | |
| 0.9211 | 492.05 | |
| 0.0084 | 1.93 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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