S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.60% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 21.53 | |
| 0.0738 | 24.68 | |
| 0.9223 | 532.51 | |
| -0.0184 | -4.17 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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