S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
14.84%
decreased by 0.36%
1 Week
15.09%
decreased by 0.11%
1 Month
15.97%
increased by 0.77%
Analysis last updated: Tuesday, April 28, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0779 | 39.22 | |
| 0.9153 | 422.37 | |
| -0.0218 | -8.75 | |
| 0.0016 | 12.30 | |
| 0.0032 | 9.08 | |
| 0.9959 | 2,354.48 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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