S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:27.98% (+12.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 23.08 | |
| 0.0649 | 41.40 | |
| 0.9215 | 530.54 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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