S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.38% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 23.15 | |
| 0.0651 | 41.39 | |
| 0.9213 | 528.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Soybeans Index Analyses
Other GARCH Analyses on Commodities