S&P GSCI Corn Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
23.93%
decreased by 0.64%
1 Week
23.96%
decreased by 0.61%
1 Month
24.10%
decreased by 0.47%
Analysis last updated: Friday, June 5, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 19.49 | |
| 0.0682 | 42.81 | |
| 0.9218 | 502.90 | |
| -0.0387 | -1.98 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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