S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
19.13%
increased by 0.04%
1 Week
19.22%
increased by 0.13%
1 Month
19.55%
increased by 0.46%
Analysis last updated: Friday, May 15, 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 | |
|---|---|---|
| 0.0267 | 21.59 | |
| 0.0756 | 24.46 | |
| 0.9219 | 529.54 | |
| -0.0222 | -4.96 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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