Skip to main content
V-Lab
V-Lab
S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.75% (+0.46%)
Analysis last updated: Saturday, October 11, 2025 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index GJR-GARCH
paramt-stat
ω0.026120.80
α0.065023.71
β0.9211491.79
γ0.00841.92
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts