S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.68% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0711 | 33.69 | |
| 0.8933 | 234.71 | |
| 0.0102 | 4.04 | |
| 0.0018 | 7.56 | |
| 0.0113 | 8.83 | |
| 0.9881 | 705.77 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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