S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.43%
decreased by 0.66%
1 Week
20.51%
decreased by 0.58%
1 Month
20.81%
decreased by 0.28%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3164 | 8.02 | |
| 0.0649 | 37.60 | |
| 0.9900 | 743.82 | |
| 7.1381 | 7.52 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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