S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:19.47% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 23.02 | |
| 0.0649 | 41.27 | |
| 0.9216 | 529.35 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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