S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.37% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0693 | 13.89 | |
| 0.8857 | 47.61 | |
| -0.0168 | -4.10 | |
| 0.0191 | 3.72 | |
| 0.0373 | 1.76 | |
| 0.9521 | 39.54 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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