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V-Lab
V-Lab
S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:16.83% (-0.40%)
Analysis last updated: Friday, December 12, 2025 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index MF2-GARCH
paramt-stat
m56
α0.071333.53
β0.8926230.41
γ0.01214.75
λ10.00197.62
λ20.01218.85
λ30.9873661.70
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts