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	param	t-stat
$ω$	0.0265	19.35
$α$	0.0586	24.69
$β$	0.9448	656.11
$γ$	-0.0255	-6.84

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S&P GSCI Wheat Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.37% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Wheat Index Analyses