S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.62% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 15.66 | |
| 0.0482 | 17.05 | |
| 0.9467 | 505.73 | |
| -0.0130 | -3.22 |
Estimation Period:
Jan 17, 1995 to Jan 23, 2026
Jan 17, 1995 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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