S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.19% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 19.35 | |
| 0.0586 | 24.69 | |
| 0.9448 | 656.11 | |
| -0.0255 | -6.84 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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