S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:19.46% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0635 | 17.20 | |
| 0.8959 | 199.90 | |
| -0.0391 | -16.32 | |
| 0.3419 | 0.16 | |
| 0.7703 | 0.16 | |
| 0.1117 | 0.02 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Wheat Index Analyses
Other MF2-GARCH Analyses on Commodities