S&P GSCI Wheat Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:17.52% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0630 | 17.09 | |
| 0.8966 | 200.67 | |
| -0.0384 | -16.15 | |
| 0.3393 | 0.16 | |
| 0.7728 | 0.16 | |
| 0.1099 | 0.02 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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