S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
17.59%
increased by 1.04%
1 Week
17.79%
increased by 1.24%
1 Month
18.51%
increased by 1.96%
Analysis last updated: Wednesday, April 15, 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 | |
|---|---|---|
| 0.0266 | 20.77 | |
| 0.0649 | 23.89 | |
| 0.9218 | 496.14 | |
| 0.0061 | 1.43 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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