S&P GSCI Soybeans Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.82% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 20.21 | |
| 0.0641 | 40.83 | |
| 0.9222 | 526.08 | |
| -0.1329 | -6.55 |
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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