S&P GSCI Wheat Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.99% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 13.02 | |
| 0.0469 | 35.92 | |
| 0.9432 | 639.00 | |
| -0.4431 | -16.70 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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