S&P GSCI Wheat Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.51% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 13.02 | |
| 0.0469 | 35.93 | |
| 0.9432 | 640.34 | |
| -0.4429 | -16.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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