S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.00% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 21.51 | |
| 0.0744 | 24.67 | |
| 0.9221 | 530.54 | |
| -0.0191 | -4.29 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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