S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.69%
decreased by 0.38%
1 Week
19.69%
decreased by 0.38%
1 Month
19.69%
decreased by 0.38%
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 | |
|---|---|---|
| 0.0188 | 15.96 | |
| 0.0422 | 28.73 | |
| 0.9457 | 499.04 |
Estimation Period:
Jan 17, 1995 to Jun 12, 2026
Jan 17, 1995 to Jun 12, 2026
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