S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.89%
decreased by 0.62%
1 Week
18.96%
decreased by 0.55%
1 Month
19.22%
decreased by 0.29%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8630 | 8.41 | |
| 0.0562 | 34.22 | |
| 0.9881 | 703.78 | |
| 6.9210 | 5.83 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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