S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:19.54% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 15.72 | |
| 0.0486 | 17.16 | |
| 0.9461 | 502.43 | |
| -0.0126 | -3.11 |
Estimation Period:
Jan 17, 1995 to Nov 21, 2025
Jan 17, 1995 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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