S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:29.93% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0649 | 17.90 | |
| 0.8952 | 206.79 | |
| -0.0406 | -16.93 | |
| 0.3487 | 0.16 | |
| 0.7824 | 0.16 | |
| 0.0980 | 0.02 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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