S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:19.55% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 23.14 | |
| 0.0652 | 41.40 | |
| 0.9213 | 528.25 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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