S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:29.60% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0651 | 18.06 | |
| 0.8947 | 204.40 | |
| -0.0407 | -16.85 | |
| 0.3483 | 0.16 | |
| 0.7822 | 0.16 | |
| 0.0983 | 0.02 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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