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V-Lab
V-Lab
S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:18.62% (+1.50%)
Analysis last updated: Friday, November 14, 2025 at 12:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index MF2-GARCH
paramt-stat
m56
α0.071033.49
β0.8928230.52
γ0.01274.96
λ10.00197.62
λ20.01218.83
λ30.9872658.14
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts