S&P GSCI Wheat Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.18%
decreased by 0.95%
1 Week
28.19%
decreased by 0.94%
1 Month
28.23%
decreased by 0.90%
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 | |
|---|---|---|
| 0.0116 | 14.31 | |
| 0.1038 | 38.12 | |
| 0.9902 | 1,800.32 | |
| 0.0259 | 11.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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