S&P GSCI Soybeans Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
16.31%
decreased by 0.35%
1 Week
16.52%
decreased by 0.14%
1 Month
17.28%
increased by 0.62%
Analysis last updated: Monday, May 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 17.67 | |
| 0.1459 | 43.94 | |
| 0.9847 | 1,241.75 | |
| 0.0148 | 5.47 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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