S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
20.07%
decreased by 0.45%
1 Week
20.06%
decreased by 0.46%
1 Month
20.03%
decreased by 0.49%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5210 | 10.82 | |
| 0.0360 | 32.18 | |
| 0.9908 | 920.80 | |
| 9.6709 | 2.96 |
Estimation Period:
Jan 17, 1995 to Apr 24, 2026
Jan 17, 1995 to Apr 24, 2026
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