S&P GSCI Wheat Index GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
29.37%
decreased by 0.77%
1 Week
29.35%
decreased by 0.79%
1 Month
29.25%
decreased by 0.89%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 19.52 | |
| 0.0498 | 36.12 | |
| 0.9417 | 619.92 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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