S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
20.24%
decreased by 0.68%
1 Week
20.28%
decreased by 0.64%
1 Month
20.42%
decreased by 0.50%
Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0780 | 39.23 | |
| 0.9148 | 420.03 | |
| -0.0217 | -8.68 | |
| 0.0017 | 12.25 | |
| 0.0032 | 9.09 | |
| 0.9959 | 2,348.91 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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