S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.27% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 15.71 | |
| 0.0483 | 17.08 | |
| 0.9464 | 505.31 | |
| -0.0127 | -3.15 |
Estimation Period:
Jan 17, 1995 to Feb 13, 2026
Jan 17, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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