S&P GSCI Wheat Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:18.02% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 19.21 | |
| 0.0491 | 35.78 | |
| 0.9425 | 624.58 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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