S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:21.03% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 15.73 | |
| 0.0486 | 17.16 | |
| 0.9460 | 501.30 | |
| -0.0125 | -3.09 |
Estimation Period:
Jan 17, 1995 to Nov 7, 2025
Jan 17, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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