S&P GSCI Softs Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.08% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 16.19 | |
| 0.0432 | 29.42 | |
| 0.9442 | 498.78 | |
| -0.1057 | -4.83 |
Estimation Period:
Jan 17, 1995 to Mar 13, 2026
Jan 17, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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