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V-Lab
V-Lab
S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:21.87% (-0.61%)
Analysis last updated: Friday, November 14, 2025 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Wheat Index MF2-GARCH
paramt-stat
m76
α0.063517.20
β0.8961200.42
γ-0.0391-16.35
λ10.34170.16
λ20.76830.16
λ30.11390.02
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts