S&P GSCI Soybeans Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.31% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 18.34 | |
| 0.1468 | 43.87 | |
| 0.9849 | 1,261.03 | |
| 0.0130 | 4.88 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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