S&P GSCI Wheat Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.44% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 19.29 | |
| 0.0491 | 35.81 | |
| 0.9425 | 624.99 |
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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