S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
27.88%
decreased by 0.11%
1 Week
27.85%
decreased by 0.14%
1 Month
27.75%
decreased by 0.24%
Analysis last updated: Tuesday, March 31, 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 | |
|---|---|---|
| 2.7620 | 14.71 | |
| 0.0464 | 33.44 | |
| 0.9905 | 1,584.81 | |
| 11.9368 | 3.18 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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