S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.35%
decreased by 0.72%
1 Week
27.24%
decreased by 0.83%
1 Month
27.15%
decreased by 0.92%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0644 | 18.07 | |
| 0.8961 | 207.23 | |
| -0.0407 | -17.11 | |
| 0.3585 | 0.16 | |
| 0.7947 | 0.16 | |
| 0.0828 | 0.01 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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