S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.57% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0694 | 13.93 | |
| 0.8855 | 47.67 | |
| -0.0168 | -4.10 | |
| 0.0191 | 3.73 | |
| 0.0374 | 1.76 | |
| 0.9521 | 39.65 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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