S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.35% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 15.97 | |
| 0.0425 | 28.70 | |
| 0.9452 | 495.15 |
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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