S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.93%
decreased by 0.40%
1 Week
20.91%
decreased by 0.42%
1 Month
20.82%
decreased by 0.51%
Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5277 | 10.79 | |
| 0.0360 | 32.16 | |
| 0.9909 | 926.04 | |
| 9.6923 | 2.97 |
Estimation Period:
Jan 17, 1995 to Jun 5, 2026
Jan 17, 1995 to Jun 5, 2026
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