S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
26.45%
decreased by 0.34%
1 Week
26.29%
decreased by 0.50%
1 Month
26.14%
decreased by 0.65%
Analysis last updated: Friday, May 8, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0646 | 17.82 | |
| 0.8955 | 205.29 | |
| -0.0406 | -16.97 | |
| 0.3509 | 0.16 | |
| 0.7848 | 0.16 | |
| 0.0946 | 0.02 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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