S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:20.89% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 15.76 | |
| 0.0488 | 17.16 | |
| 0.9457 | 498.78 | |
| -0.0127 | -3.11 |
Estimation Period:
Jan 17, 1995 to Oct 31, 2025
Jan 17, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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