S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
19.35%
decreased by 0.55%
1 Week
19.44%
decreased by 0.46%
1 Month
19.74%
decreased by 0.16%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 21.59 | |
| 0.0751 | 24.16 | |
| 0.9222 | 531.25 | |
| -0.0215 | -4.74 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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