S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.53% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 14.52 | |
| 0.0962 | 29.56 | |
| 0.9870 | 1,169.40 | |
| 0.0097 | 3.97 |
Estimation Period:
Jan 17, 1995 to Jan 23, 2026
Jan 17, 1995 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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