S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
25.91%
decreased by 0.37%
1 Week
25.91%
decreased by 0.37%
1 Month
25.90%
decreased by 0.38%
Analysis last updated: Tuesday, May 26, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 20.98 | |
| 0.0652 | 23.98 | |
| 0.9210 | 490.69 | |
| 0.0070 | 1.62 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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