S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
16.26%
decreased by 0.41%
1 Week
16.47%
decreased by 0.20%
1 Month
17.15%
increased by 0.48%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0720 | 19.39 | |
| 0.9245 | 186.43 | |
| -0.0214 | -8.00 | |
| 1.2019 | 0.09 | |
| 0.0763 | 0.09 | |
| 0.2989 | 0.04 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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