S&P GSCI Wheat Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
29.29%
increased by 0.99%
1 Week
29.28%
increased by 0.98%
1 Month
29.23%
increased by 0.93%
Analysis last updated: Monday, May 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 14.42 | |
| 0.1040 | 38.02 | |
| 0.9902 | 1,800.28 | |
| 0.0256 | 11.13 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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