S&P GSCI Wheat Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.47% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 19.36 | |
| 0.0492 | 35.80 | |
| 0.9423 | 623.65 |
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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