S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
29.30%
decreased by 1.03%
1 Week
29.09%
decreased by 1.24%
1 Month
28.13%
decreased by 2.20%
Analysis last updated: Saturday, May 2, 2026 at 03:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0646 | 17.86 | |
| 0.8957 | 206.23 | |
| -0.0406 | -16.99 | |
| 0.3512 | 0.16 | |
| 0.7847 | 0.16 | |
| 0.0948 | 0.02 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
Other S&P GSCI Wheat Index Analyses
Other MF2-GARCH Analyses on Commodities