S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.12% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.8677 | 8,677,350.00 | |
| 0.0000 | 100.00 | |
| 0.2645 | 2,645,100.00 | |
| 1.3136 | 29.48 | |
| 0.0960 | 26.60 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Feb 6, 2026
Jan 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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