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V-Lab
V-Lab
S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.79% (+0.57%)
Analysis last updated: Saturday, October 11, 2025 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index MF2-GARCH
paramt-stat
m56
α0.071033.48
β0.8927230.55
γ0.01274.94
λ10.00197.64
λ20.01218.85
λ30.9873662.60
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts