S&P GSCI Soybeans Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.18%
decreased by 0.53%
1 Week
19.27%
decreased by 0.44%
1 Month
19.59%
decreased by 0.12%
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 | |
|---|---|---|
| 0.0280 | 23.20 | |
| 0.0647 | 41.52 | |
| 0.9208 | 525.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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