S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:22.42% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0642 | 17.44 | |
| 0.8945 | 198.34 | |
| -0.0396 | -16.46 | |
| 0.3336 | 0.16 | |
| 0.7702 | 0.16 | |
| 0.1142 | 0.02 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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