S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
18.88%
decreased by 0.72%
1 Week
18.95%
decreased by 0.65%
1 Month
19.20%
decreased by 0.40%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8642 | 8.39 | |
| 0.0562 | 34.17 | |
| 0.9881 | 702.78 | |
| 6.9157 | 5.84 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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