S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.25%
decreased by 0.43%
1 Week
20.27%
decreased by 0.41%
1 Month
20.38%
decreased by 0.30%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 14.47 | |
| 0.0959 | 29.72 | |
| 0.9869 | 1,170.73 | |
| 0.0100 | 4.16 |
Estimation Period:
Jan 17, 1995 to Jun 12, 2026
Jan 17, 1995 to Jun 12, 2026
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