S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.01%
decreased by 0.38%
1 Week
23.91%
decreased by 0.48%
1 Month
23.70%
decreased by 0.69%
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 | |
|---|---|---|
| 41 | ||
| 0.0716 | 33.18 | |
| 0.8899 | 214.54 | |
| 0.0110 | 4.25 | |
| 0.0016 | 7.13 | |
| 0.0102 | 8.56 | |
| 0.9892 | 755.10 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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