S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
32.51%
increased by 4.91%
1 Week
32.41%
increased by 4.81%
1 Month
32.01%
increased by 4.41%
Analysis last updated: Tuesday, May 12, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7581 | 14.68 | |
| 0.0462 | 33.41 | |
| 0.9905 | 1,587.40 | |
| 11.9442 | 3.17 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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