S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:21.09% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0705 | 33.45 | |
| 0.8940 | 234.16 | |
| 0.0108 | 4.28 | |
| 0.0018 | 7.63 | |
| 0.0113 | 8.72 | |
| 0.9880 | 694.32 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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