S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.67%
decreased by 0.52%
1 Week
18.78%
decreased by 0.41%
1 Month
19.16%
decreased by 0.03%
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 | |
|---|---|---|
| 0.0267 | 21.66 | |
| 0.0754 | 24.46 | |
| 0.9219 | 529.85 | |
| -0.0219 | -4.89 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI Soybeans Index Analyses
Other GJR-GARCH Analyses on Commodities