S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:18.38% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0641 | 17.39 | |
| 0.8947 | 198.92 | |
| -0.0395 | -16.45 | |
| 0.3303 | 0.16 | |
| 0.7682 | 0.16 | |
| 0.1174 | 0.02 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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