Chicago SRW Wheat GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
30.60%
decreased by 0.97%
1 Week
30.63%
decreased by 0.94%
1 Month
30.72%
decreased by 0.85%
Analysis last updated: Saturday, June 6, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9917 | 9.95 | |
| 0.0475 | 26.08 | |
| 0.9885 | 803.65 | |
| 9.4869 | 3.19 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
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