S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:18.78% (-0.39%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0184 | 15.77 | |
0.0489 | 17.17 | |
0.9456 | 497.94 | |
-0.0126 | -3.10 |
Estimation Period:
Jan 17, 1995 to Oct 17, 2025
Jan 17, 1995 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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