S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:15.07% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0706 | 14.19 | |
| 0.8844 | 48.72 | |
| -0.0178 | -4.29 | |
| 0.0187 | 3.76 | |
| 0.0369 | 1.82 | |
| 0.9527 | 41.25 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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