S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.65%
decreased by 0.32%
1 Week
24.68%
decreased by 0.29%
1 Month
24.76%
decreased by 0.21%
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 | |
|---|---|---|
| 0.0271 | 20.97 | |
| 0.0651 | 24.01 | |
| 0.9211 | 491.80 | |
| 0.0069 | 1.61 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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