S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
27.36%
decreased by 0.46%
1 Week
27.34%
decreased by 0.48%
1 Month
27.27%
decreased by 0.55%
Analysis last updated: Friday, April 17, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7585 | 14.72 | |
| 0.0463 | 33.41 | |
| 0.9905 | 1,587.36 | |
| 11.9490 | 3.17 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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