S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
23.71%
increased by 0.11%
1 Week
24.09%
increased by 0.49%
1 Month
24.98%
increased by 1.38%
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 | |
|---|---|---|
| 76 | ||
| 0.0649 | 18.13 | |
| 0.8951 | 205.15 | |
| -0.0411 | -17.18 | |
| 0.3567 | 0.16 | |
| 0.7911 | 0.16 | |
| 0.0865 | 0.02 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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