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V-Lab
V-Lab
S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:16.34% (-0.03%)
Analysis last updated: Tuesday, October 21, 2025 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Wheat Index MF2-GARCH
paramt-stat
m76
α0.063017.18
β0.8969202.87
γ-0.0384-16.23
λ10.33530.16
λ20.77440.16
λ30.10960.02
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts