S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.69% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 15.98 | |
| 0.0426 | 28.74 | |
| 0.9451 | 494.82 |
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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