S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.47% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 14.71 | |
| 0.0966 | 29.69 | |
| 0.9869 | 1,166.55 | |
| 0.0096 | 3.93 |
Estimation Period:
Jan 17, 1995 to Feb 13, 2026
Jan 17, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Softs Spot Index Analyses
Other EGARCH Analyses on Commodities