S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.89% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0701 | 14.09 | |
| 0.8844 | 48.10 | |
| -0.0175 | -4.23 | |
| 0.0189 | 3.72 | |
| 0.0373 | 1.80 | |
| 0.9522 | 40.42 |
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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