S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
15.30%
decreased by 0.48%
1 Week
15.48%
decreased by 0.30%
1 Month
16.13%
increased by 0.35%
Analysis last updated: Monday, April 6, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8654 | 8.40 | |
| 0.0562 | 34.18 | |
| 0.9881 | 706.32 | |
| 6.9308 | 5.83 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GAS-GARCH Student T Analyses on Commodities