S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.73% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 21.46 | |
| 0.0740 | 24.60 | |
| 0.9224 | 531.31 | |
| -0.0187 | -4.21 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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