S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.94% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 21.57 | |
| 0.0744 | 24.72 | |
| 0.9221 | 530.53 | |
| -0.0192 | -4.33 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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