S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.70%
decreased by 0.19%
1 Week
24.69%
decreased by 0.20%
1 Month
24.66%
decreased by 0.23%
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 | |
|---|---|---|
| 2.3278 | 8.01 | |
| 0.0650 | 37.65 | |
| 0.9901 | 746.09 | |
| 7.1350 | 7.55 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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