S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
20.30%
increased by 0.01%
1 Week
20.29%
decreased by 0.00%
1 Month
20.24%
decreased by 0.05%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5224 | 10.81 | |
| 0.0361 | 32.14 | |
| 0.9908 | 919.08 | |
| 9.6561 | 2.97 |
Estimation Period:
Jan 17, 1995 to Mar 27, 2026
Jan 17, 1995 to Mar 27, 2026
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