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	param	t-stat
$ω$	0.0182	15.73
$α$	0.0488	17.18
$β$	0.9459	500.75
$γ$	-0.0129	-3.19

V-Lab

S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:17.08% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Softs Spot Index Analyses