S&P GSCI Soybeans Index AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.33%
decreased by 0.66%
1 Week
21.35%
decreased by 0.64%
1 Month
21.41%
decreased by 0.58%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 19.75 | |
| 0.0637 | 40.90 | |
| 0.9221 | 524.52 | |
| -0.1592 | -7.18 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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