S&P GSCI Soybeans Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.61%
decreased by 0.54%
1 Week
18.71%
decreased by 0.44%
1 Month
19.07%
decreased by 0.08%
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 | |
|---|---|---|
| 101 | ||
| 0.0779 | 39.19 | |
| 0.9149 | 420.07 | |
| -0.0216 | -8.67 | |
| 0.0017 | 12.22 | |
| 0.0032 | 9.10 | |
| 0.9959 | 2,348.88 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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