S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
23.46%
increased by 2.20%
1 Week
23.32%
increased by 2.06%
1 Month
22.96%
increased by 1.70%
Analysis last updated: Friday, May 15, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0716 | 33.15 | |
| 0.8906 | 214.96 | |
| 0.0100 | 3.89 | |
| 0.0016 | 7.09 | |
| 0.0102 | 8.51 | |
| 0.9892 | 751.67 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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