S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.29% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 21.56 | |
| 0.0742 | 24.70 | |
| 0.9222 | 531.20 | |
| -0.0190 | -4.30 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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