S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:14.82% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 23.11 | |
| 0.0649 | 41.39 | |
| 0.9215 | 529.58 |
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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