S&P GSCI Wheat Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.26% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 14.33 | |
| 0.1036 | 37.80 | |
| 0.9903 | 1,817.12 | |
| 0.0251 | 10.92 |
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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