S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.68% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 23.07 | |
| 0.0651 | 41.43 | |
| 0.9213 | 528.89 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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