S&P GSCI Soybeans Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.79%
decreased by 0.61%
1 Week
18.95%
decreased by 0.45%
1 Month
19.51%
increased by 0.11%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 17.80 | |
| 0.1460 | 43.98 | |
| 0.9846 | 1,240.06 | |
| 0.0149 | 5.49 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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