S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
13.87%
decreased by 0.41%
1 Week
14.10%
decreased by 0.18%
1 Month
14.91%
increased by 0.63%
Analysis last updated: Tuesday, April 28, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8594 | 8.35 | |
| 0.0562 | 34.40 | |
| 0.9883 | 709.46 | |
| 6.9252 | 5.87 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other GAS-GARCH Student T Analyses on Commodities