V-Lab
S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:16.27% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2284 | 38.84 | |
| 0.1421 | 32.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Sep 12, 2025
Jan 17, 1995 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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