S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:16.01% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0714 | 33.56 | |
| 0.8926 | 229.51 | |
| 0.0120 | 4.68 | |
| 0.0018 | 7.57 | |
| 0.0122 | 8.81 | |
| 0.9871 | 651.12 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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