S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:18.91% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 15.95 | |
| 0.0424 | 28.56 | |
| 0.9453 | 494.16 |
Estimation Period:
Jan 17, 1995 to Jan 16, 2026
Jan 17, 1995 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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