S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
23.66%
decreased by 0.65%
1 Week
23.79%
decreased by 0.52%
1 Month
24.34%
increased by 0.03%
Analysis last updated: Friday, April 10, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0651 | 17.85 | |
| 0.8945 | 203.80 | |
| -0.0410 | -17.01 | |
| 0.3480 | 0.16 | |
| 0.7825 | 0.16 | |
| 0.0977 | 0.02 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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