S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:14.90% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0704 | 14.17 | |
| 0.8846 | 48.66 | |
| -0.0177 | -4.27 | |
| 0.0187 | 3.76 | |
| 0.0369 | 1.81 | |
| 0.9527 | 41.19 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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