S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:19.58% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 15.71 | |
| 0.0483 | 17.08 | |
| 0.9465 | 505.62 | |
| -0.0128 | -3.19 |
Estimation Period:
Jan 17, 1995 to Mar 13, 2026
Jan 17, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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