S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.44% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 21.50 | |
| 0.0743 | 24.65 | |
| 0.9221 | 530.56 | |
| -0.0190 | -4.27 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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