S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.75% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 21.45 | |
| 0.0741 | 24.62 | |
| 0.9223 | 530.96 | |
| -0.0187 | -4.21 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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