V-Lab: S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis

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S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:15.88% (-0.10%)

Analysis last updated: Wednesday, December 17, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0701	14.10
$β$	0.8847	48.41
$γ$	-0.0174	-4.21
$λ_{1}$	0.0190	3.74
$λ_{2}$	0.0370	1.80
$λ_{3}$	0.9525	40.73

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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