S&P GSCI Corn Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
19.68%
decreased by 0.54%
1 Week
19.86%
decreased by 0.36%
1 Month
20.39%
increased by 0.17%
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 | |
|---|---|---|
| 41 | ||
| 0.0718 | 33.26 | |
| 0.8896 | 214.36 | |
| 0.0107 | 4.13 | |
| 0.0016 | 7.09 | |
| 0.0102 | 8.58 | |
| 0.9892 | 756.83 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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