S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:18.08% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0640 | 17.30 | |
| 0.8948 | 197.92 | |
| -0.0394 | -16.39 | |
| 0.3348 | 0.16 | |
| 0.7690 | 0.16 | |
| 0.1151 | 0.02 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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