S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:16.34% (-0.03%)
Parameter Estimates
param | t-stat | |
---|---|---|
76 | ||
0.0630 | 17.18 | |
0.8969 | 202.87 | |
-0.0384 | -16.23 | |
0.3353 | 0.16 | |
0.7744 | 0.16 | |
0.1096 | 0.02 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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