S&P GSCI Corn Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.27%
decreased by 0.51%
1 Week
20.39%
decreased by 0.39%
1 Month
20.85%
increased by 0.07%
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 | |
|---|---|---|
| 0.0271 | 20.95 | |
| 0.0651 | 24.00 | |
| 0.9211 | 491.54 | |
| 0.0066 | 1.55 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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