S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:17.85% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 20.79 | |
| 0.0648 | 23.87 | |
| 0.9219 | 496.15 | |
| 0.0064 | 1.51 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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