S&P GSCI Soybeans Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:15.42% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 20.26 | |
| 0.0640 | 40.86 | |
| 0.9224 | 527.68 | |
| -0.1292 | -6.39 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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