S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
14.93%
decreased by 0.31%
1 Week
15.17%
decreased by 0.07%
1 Month
16.02%
increased by 0.78%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 21.53 | |
| 0.0755 | 24.41 | |
| 0.9220 | 529.57 | |
| -0.0221 | -4.92 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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