S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.88% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0709 | 33.58 | |
| 0.8936 | 234.55 | |
| 0.0103 | 4.09 | |
| 0.0018 | 7.58 | |
| 0.0113 | 8.79 | |
| 0.9881 | 701.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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