S&P GSCI Wheat Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.72%
decreased by 0.69%
1 Week
28.69%
decreased by 0.72%
1 Month
28.60%
decreased by 0.81%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 12.57 | |
| 0.0469 | 36.31 | |
| 0.9431 | 643.31 | |
| -0.4605 | -17.40 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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