S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:18.32% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 15.74 | |
| 0.0487 | 17.16 | |
| 0.9459 | 500.76 | |
| -0.0128 | -3.15 |
Estimation Period:
Jan 17, 1995 to Dec 12, 2025
Jan 17, 1995 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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