S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0703 | 14.12 | |
| 0.8842 | 48.19 | |
| -0.0177 | -4.26 | |
| 0.0190 | 3.73 | |
| 0.0373 | 1.80 | |
| 0.9522 | 40.48 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Soybeans Index Analyses
Other MF2-GARCH Analyses on Commodities