S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
15.14%
decreased by 0.34%
1 Week
15.38%
decreased by 0.10%
1 Month
16.22%
increased by 0.74%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 23.10 | |
| 0.0648 | 41.45 | |
| 0.9208 | 524.39 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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