S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:13.93% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 22.92 | |
| 0.0650 | 41.30 | |
| 0.9216 | 529.98 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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