S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.57%
decreased by 0.55%
1 Week
21.56%
decreased by 0.56%
1 Month
21.55%
decreased by 0.57%
Analysis last updated: Wednesday, May 20, 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 | ||
| 0.0780 | 39.32 | |
| 0.9152 | 423.33 | |
| -0.0220 | -8.83 | |
| 0.0016 | 12.18 | |
| 0.0031 | 9.01 | |
| 0.9960 | 2,394.33 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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