S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.65% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 19.39 | |
| 0.0588 | 24.74 | |
| 0.9446 | 655.09 | |
| -0.0257 | -6.87 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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