S&P GSCI Wheat Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
30.06%
decreased by 0.78%
1 Week
30.03%
decreased by 0.81%
1 Month
29.90%
decreased by 0.94%
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 | |
|---|---|---|
| 0.0262 | 19.49 | |
| 0.0495 | 36.27 | |
| 0.9421 | 625.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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