S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
15.62%
decreased by 0.40%
1 Week
16.04%
increased by 0.02%
1 Month
17.32%
increased by 1.30%
Analysis last updated: Wednesday, April 22, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0713 | 33.09 | |
| 0.8911 | 214.87 | |
| 0.0098 | 3.86 | |
| 0.0016 | 7.05 | |
| 0.0102 | 8.47 | |
| 0.9892 | 748.26 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other S&P GSCI Corn Index Analyses
Other MF2-GARCH Analyses on Commodities