S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, March 25th, 2026
1 Day
20.97%
decreased by 0.53%
1 Week
21.08%
increased by 0.11%
1 Month
21.47%
increased by 0.50%
Analysis last updated: Tuesday, March 24, 2026 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 20.81 | |
| 0.0650 | 23.89 | |
| 0.9217 | 495.56 | |
| 0.0062 | 1.45 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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Volatility Forecasts
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