S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:15.63% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 20.76 | |
| 0.0652 | 23.77 | |
| 0.9211 | 491.77 | |
| 0.0079 | 1.82 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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