Chicago SRW Wheat GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
26.93%
increased by 0.87%
1 Week
27.05%
increased by 0.99%
1 Month
27.48%
increased by 1.42%
Analysis last updated: Saturday, June 27, 2026 at 04:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9751 | 10.01 | |
| 0.0477 | 26.02 | |
| 0.9884 | 799.64 | |
| 9.4786 | 3.19 |
Estimation Period:
Jul 17, 2000 to Jun 26, 2026
Jul 17, 2000 to Jun 26, 2026
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