S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:15.60% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0700 | 14.10 | |
| 0.8838 | 47.77 | |
| -0.0171 | -4.15 | |
| 0.0188 | 3.70 | |
| 0.0374 | 1.80 | |
| 0.9521 | 40.36 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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