S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.82% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0710 | 33.49 | |
| 0.8928 | 230.51 | |
| 0.0127 | 4.97 | |
| 0.0019 | 7.63 | |
| 0.0121 | 8.83 | |
| 0.9872 | 658.59 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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