S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:14.27% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0704 | 14.18 | |
| 0.8847 | 48.70 | |
| -0.0176 | -4.27 | |
| 0.0186 | 3.76 | |
| 0.0369 | 1.81 | |
| 0.9528 | 41.27 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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