Teucrium Soybean Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.22% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 16.62 | |
| 0.0667 | 11.98 | |
| 0.9147 | 273.20 | |
| -0.0024 | -0.26 |
Estimation Period:
Sep 19, 2011 to Feb 6, 2026
Sep 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Teucrium Soybean Fund Analyses
Other GJR-GARCH Analyses on ETFs