S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 14.80 | |
| 0.0968 | 29.70 | |
| 0.9869 | 1,165.14 | |
| 0.0094 | 3.85 |
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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