S&P GSCI Softs Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.63% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 16.22 | |
| 0.0434 | 29.45 | |
| 0.9440 | 497.90 | |
| -0.1015 | -4.62 |
Estimation Period:
Jan 17, 1995 to Feb 6, 2026
Jan 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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