S&P GSCI Soybeans Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.95% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 18.43 | |
| 0.1466 | 43.85 | |
| 0.9848 | 1,262.62 | |
| 0.0129 | 4.85 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Soybeans Index Analyses
Other EGARCH Analyses on Commodities