S&P GSCI Softs Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.37% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 16.21 | |
| 0.0432 | 29.43 | |
| 0.9441 | 498.76 | |
| -0.1039 | -4.74 |
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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