S&P GSCI Wheat Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:18.00% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 14.24 | |
| 0.1038 | 37.82 | |
| 0.9904 | 1,813.86 | |
| 0.0251 | 10.90 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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