S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:19.63% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0697 | 13.90 | |
| 0.8858 | 48.12 | |
| -0.0172 | -4.16 | |
| 0.0193 | 3.75 | |
| 0.0372 | 1.77 | |
| 0.9522 | 39.93 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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