S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
25.16%
increased by 0.51%
1 Week
25.18%
increased by 0.53%
1 Month
25.27%
increased by 0.62%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7592 | 14.48 | |
| 0.0462 | 33.26 | |
| 0.9905 | 1,572.20 | |
| 11.8292 | 3.18 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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